+274.3%
LTH vs ES
+46.3%
+227.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.6% |
| 7D | +4.5% | +1.9% | +2.6% | +4.0% |
| 30D | +16.3% | +7.1% | +9.3% | +14.3% |
| 3M | +8.4% | -1.9% | +10.3% | +8.8% |
| 6M | +40.3% | +4.4% | +35.9% | +38.7% |
| YTD | +77.3% | +7.3% | +70.0% | +73.0% |
| 1Y | +88.0% | +2.1% | +85.8% | +85.1% |
| 3Y | +274.3% | +41.8% | +232.4% | +202.9% |
| All | +274.3% | +46.3% | +227.9% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling