+78.8%
LTH vs BR
-11.9%
+90.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | -4.6% | -1.3% | -3.4% | -4.6% |
| 30D | +14.8% | +13.7% | +1.2% | +15.0% |
| 3M | +3.9% | +13.8% | -9.9% | +4.2% |
| 6M | +35.5% | +29.7% | +5.8% | +35.5% |
| YTD | +71.3% | -12.6% | +83.9% | +90.0% |
| All | +78.8% | -11.9% | +90.7% | +98.3% |
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