+241.3%
LTH vs EXEL
+230.5%
+10.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +15.7% | +13.1% | +2.5% | +13.2% |
| 3M | +5.0% | +36.3% | -31.3% | -0.5% |
| 6M | +37.7% | +34.5% | +3.1% | +30.5% |
| YTD | +75.0% | +57.4% | +17.6% | +61.2% |
| 1Y | +82.6% | +62.9% | +19.7% | +67.4% |
| 3Y | +241.3% | +229.5% | +11.8% | +157.4% |
| All | +241.3% | +230.5% | +10.8% | +157.4% |
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