+49.9%
LTH vs BR
-29.1%
+79.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.5% |
| 7D | -0.6% | -5.3% | +4.6% | -0.4% |
| 30D | -4.6% | +6.4% | -11.0% | -5.0% |
| 3M | +32.8% | +13.6% | +19.2% | +31.5% |
| 6M | +64.6% | -6.7% | +71.3% | +67.5% |
| YTD | +62.6% | -21.1% | +83.7% | +84.7% |
| 1Y | +49.9% | -29.6% | +79.5% | +85.2% |
| All | +49.9% | -29.1% | +79.0% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling