+135.2%
LTH vs BR
+9.7%
+125.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -4.0% | -5.0% | +1.0% | -1.2% |
| 30D | -1.7% | -2.5% | +0.8% | -0.6% |
| 3M | +28.0% | +13.5% | +14.5% | +17.0% |
| 6M | +54.1% | -9.4% | +63.5% | +62.5% |
| YTD | +57.1% | -23.3% | +80.4% | +85.5% |
| 1Y | +45.8% | -31.6% | +77.4% | +88.5% |
| 3Y | +157.6% | -5.1% | +162.6% | +147.7% |
| All | +135.2% | +9.7% | +125.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling