+274.3%
LTH vs EXEL
+231.1%
+43.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | +4.5% | +0.3% | +4.2% | +4.4% |
| 30D | +16.3% | +19.0% | -2.7% | +12.9% |
| 3M | +8.4% | +33.3% | -24.9% | +3.0% |
| 6M | +40.3% | +42.9% | -2.6% | +31.5% |
| YTD | +77.3% | +58.7% | +18.5% | +62.9% |
| 1Y | +88.0% | +70.5% | +17.4% | +71.0% |
| 3Y | +274.3% | +233.8% | +40.4% | +177.2% |
| All | +274.3% | +231.1% | +43.1% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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