+248.9%
LTH vs ES
+42.6%
+206.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +7.0% | -0.1% | +7.1% | +7.0% |
| 30D | +15.4% | +5.7% | +9.7% | +13.8% |
| 3M | +7.0% | -2.8% | +9.8% | +7.7% |
| 6M | +46.9% | +7.0% | +39.9% | +44.3% |
| YTD | +76.4% | +6.8% | +69.6% | +72.4% |
| 1Y | +83.7% | -0.5% | +84.2% | +82.4% |
| 3Y | +248.9% | +47.2% | +201.7% | +167.6% |
| All | +248.9% | +42.6% | +206.3% | +167.6% |
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