+137.8%
LTH vs ES
+6.6%
+131.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.9% |
| 7D | -1.3% | +2.7% | -4.0% | -2.2% |
| 30D | +15.7% | +7.6% | +8.1% | +12.7% |
| 3M | +5.0% | +0.5% | +4.5% | +4.7% |
| 6M | +37.7% | +7.6% | +30.1% | +33.9% |
| YTD | +75.0% | +10.2% | +64.8% | +67.7% |
| 1Y | +82.6% | +1.8% | +80.8% | +79.4% |
| 3Y | +241.3% | +55.4% | +185.9% | +169.6% |
| All | +137.8% | +6.6% | +131.3% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling