+167.2%
LTH vs LH
+64.4%
+102.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +6.4% | +4.8% | +1.6% | +3.9% |
| 30D | +16.7% | +18.8% | -2.1% | +6.5% |
| 3M | +11.7% | +15.7% | -4.0% | +3.1% |
| 6M | +48.5% | +46.7% | +1.9% | +19.8% |
| YTD | +78.4% | +48.9% | +29.5% | +41.7% |
| 1Y | +89.7% | +43.5% | +46.2% | +54.0% |
| 3Y | +245.6% | +86.9% | +158.7% | +133.9% |
| 5Y | +142.7% | +60.4% | +82.3% | +60.1% |
| All | +167.2% | +64.4% | +102.8% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling