+81.0%
LTH vs FIVE
+63.3%
+17.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.7% | -0.4% | +5.2% |
| 7D | +9.9% | +7.5% | +2.4% | +8.6% |
| 30D | +18.3% | +16.7% | +1.6% | +15.6% |
| 3M | +5.9% | +13.4% | -7.4% | +3.9% |
| 6M | +80.3% | +9.0% | +71.3% | +78.6% |
| YTD | +78.3% | +33.8% | +44.5% | +64.2% |
| 1Y | +81.0% | +61.2% | +19.9% | +51.2% |
| All | +81.0% | +63.3% | +17.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling