+137.8%
LTH vs ALM
+410.2%
-272.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.6% | +1.9% |
| 7D | -1.3% | +1.2% | -2.5% | -1.4% |
| 30D | +15.7% | -19.3% | +35.0% | +16.4% |
| 3M | +5.0% | -40.6% | +45.6% | +6.7% |
| 6M | +37.7% | -57.9% | +95.6% | +41.3% |
| YTD | +75.0% | -6.7% | +81.7% | +74.7% |
| 1Y | +82.6% | +20.2% | +62.5% | +80.7% |
| 3Y | +241.3% | +879.4% | -638.1% | +207.9% |
| All | +137.8% | +410.2% | -272.4% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling