+143.5%
LTH vs CAPR
+150.0%
-6.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | -0.6% | -2.0% | +1.3% | -0.6% |
| 30D | -4.6% | +139.2% | -143.8% | -5.4% |
| 3M | +32.8% | -66.4% | +99.2% | +33.2% |
| 6M | +64.6% | -63.1% | +127.8% | +64.9% |
| YTD | +62.6% | -67.4% | +130.1% | +63.0% |
| 1Y | +49.9% | +58.2% | -8.3% | +44.4% |
| 3Y | +151.3% | +42.2% | +109.1% | +123.4% |
| All | +143.5% | +150.0% | -6.5% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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