+143.5%
LTH vs FIVE
+35.5%
+108.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.1% |
| 7D | -0.6% | +4.3% | -4.9% | -1.9% |
| 30D | -4.6% | +12.5% | -17.1% | -7.9% |
| 3M | +32.8% | +31.2% | +1.6% | +22.4% |
| 6M | +64.6% | +14.4% | +50.3% | +56.2% |
| YTD | +62.6% | +33.9% | +28.7% | +47.0% |
| 1Y | +49.9% | +65.1% | -15.1% | +26.7% |
| 3Y | +151.3% | +49.0% | +102.4% | +112.1% |
| All | +143.5% | +35.5% | +108.0% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling