+162.0%
LTH vs EXEL
+160.6%
+1.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +1.5% | +1.4% | +0.2% | +1.3% |
| 30D | -3.1% | +6.7% | -9.7% | -4.1% |
| 3M | +28.1% | +11.5% | +16.7% | +25.8% |
| 6M | +67.4% | +38.8% | +28.6% | +59.0% |
| YTD | +59.8% | +31.6% | +28.2% | +52.4% |
| 1Y | +45.6% | +53.0% | -7.4% | +36.1% |
| 3Y | +162.0% | +160.8% | +1.2% | +132.0% |
| All | +162.0% | +160.6% | +1.4% | +132.0% |
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