+143.5%
LTH vs EXEL
+179.1%
-35.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.6% | +8.4% | -9.0% | -2.7% |
| 30D | -4.6% | +4.1% | -8.7% | -5.7% |
| 3M | +32.8% | +12.4% | +20.4% | +28.4% |
| 6M | +64.6% | +41.5% | +23.1% | +49.6% |
| YTD | +62.6% | +34.6% | +28.0% | +49.1% |
| 1Y | +49.9% | +57.9% | -7.9% | +31.2% |
| 3Y | +151.3% | +159.5% | -8.2% | +76.5% |
| All | +143.5% | +179.1% | -35.6% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling