+156.6%
LTH vs ALM
+401.6%
-245.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.3% | -3.9% |
| 7D | -4.6% | -4.0% | -0.6% | -4.5% |
| 30D | +14.8% | -30.5% | +45.3% | +16.2% |
| 3M | +3.9% | -46.9% | +50.8% | +6.0% |
| 6M | +35.5% | -65.5% | +101.0% | +40.0% |
| YTD | +71.3% | -13.4% | +84.7% | +71.6% |
| 1Y | +75.7% | +9.8% | +65.9% | +74.5% |
| 3Y | +231.9% | +783.1% | -551.2% | +202.1% |
| 5Y | +130.5% | +378.3% | -247.8% | +97.5% |
| All | +156.6% | +401.6% | -245.1% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling