+253.8%
LTH vs BOXX
+18.4%
+235.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | -1.7% | +0.3% | -2.0% | -3.1% |
| 3M | +28.0% | +1.0% | +27.0% | +22.4% |
| 6M | +54.1% | +1.9% | +52.1% | +39.7% |
| YTD | +57.1% | +2.6% | +54.4% | +37.2% |
| 1Y | +45.8% | +4.0% | +41.8% | +18.4% |
| 3Y | +157.6% | +14.6% | +142.9% | +53.0% |
| All | +253.8% | +18.4% | +235.4% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling