+135.2%
LTH vs LH
+42.3%
+92.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -4.0% | -3.2% | -0.8% | -2.3% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | +28.0% | +18.6% | +9.4% | +16.2% |
| 6M | +54.1% | +17.9% | +36.1% | +39.9% |
| YTD | +57.1% | +28.9% | +28.1% | +35.0% |
| 1Y | +45.8% | +16.6% | +29.1% | +32.3% |
| 3Y | +157.6% | +63.6% | +94.0% | +87.0% |
| All | +135.2% | +42.3% | +92.9% | +68.5% |
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