+162.0%
LTH vs LH
+64.5%
+97.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.5% |
| 7D | +1.5% | -0.8% | +2.4% | +1.9% |
| 30D | -3.1% | +2.0% | -5.1% | -4.0% |
| 3M | +28.1% | +24.3% | +3.9% | +15.4% |
| 6M | +67.4% | +21.1% | +46.3% | +52.5% |
| YTD | +59.8% | +30.4% | +29.3% | +39.6% |
| 1Y | +45.6% | +18.4% | +27.2% | +33.4% |
| 3Y | +162.0% | +65.5% | +96.5% | +103.3% |
| All | +162.0% | +64.5% | +97.5% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling