+142.7%
LTH vs ES
+1.9%
+140.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +6.4% | +0.9% | +5.5% | +6.1% |
| 30D | +16.7% | +5.9% | +10.8% | +14.5% |
| 3M | +11.7% | -1.0% | +12.7% | +12.0% |
| 6M | +48.5% | +7.2% | +41.3% | +44.8% |
| YTD | +78.4% | +7.0% | +71.4% | +72.9% |
| 1Y | +89.7% | +0.5% | +89.2% | +87.1% |
| 3Y | +245.6% | +48.7% | +197.0% | +178.7% |
| 5Y | +142.7% | +1.9% | +140.7% | +128.2% |
| All | +142.7% | +1.9% | +140.7% | +128.2% |
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