+279.3%
LTH vs ES
+50.7%
+228.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | +5.3% | +5.9% | -0.6% | +3.7% |
| 30D | +18.3% | +10.2% | +8.0% | +15.3% |
| 3M | +5.4% | +0.4% | +5.0% | +5.2% |
| 6M | +62.5% | +6.9% | +55.7% | +59.6% |
| YTD | +79.6% | +10.5% | +69.1% | +74.0% |
| 1Y | +88.1% | +3.2% | +84.9% | +85.0% |
| All | +279.3% | +50.7% | +228.6% | +204.6% |
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