+156.6%
LTH vs BOXX
+14.7%
+142.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.3% |
| 30D | -5.3% | +0.3% | -5.6% | -6.9% |
| 3M | +19.0% | +1.0% | +18.0% | +12.5% |
| 6M | +55.8% | +1.9% | +53.8% | +38.7% |
| YTD | +56.1% | +2.7% | +53.4% | +32.3% |
| 1Y | +41.3% | +4.0% | +37.2% | +9.5% |
| 3Y | +156.6% | +14.7% | +142.0% | +30.2% |
| All | +156.6% | +14.7% | +142.0% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling