+143.5%
LTH vs ALM
+1,055.2%
-911.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -0.6% | -2.6% | +2.0% | -0.5% |
| 30D | -4.6% | +32.0% | -36.6% | -5.7% |
| 3M | +32.8% | -15.0% | +47.8% | +33.2% |
| 6M | +64.6% | -10.1% | +74.8% | +64.4% |
| YTD | +62.6% | +99.4% | -36.8% | +58.4% |
| 1Y | +49.9% | +316.4% | -266.4% | +42.0% |
| 3Y | +151.3% | +2,022.0% | -1,870.6% | +121.6% |
| All | +143.5% | +1,055.2% | -911.6% | +104.3% |
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