+154.0%
LTH vs ES
+29.7%
+124.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -4.6% | -2.0% | -2.6% | -4.0% |
| 3M | +32.8% | +1.7% | +31.1% | +32.1% |
| 6M | +64.6% | -3.5% | +68.2% | +65.9% |
| YTD | +62.6% | +7.9% | +54.7% | +58.0% |
| 1Y | +49.9% | +17.2% | +32.8% | +39.8% |
| All | +154.0% | +29.7% | +124.3% | +103.3% |
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