+248.9%
LTH vs LH
+86.6%
+162.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | +7.0% | +4.6% | +2.4% | +5.0% |
| 30D | +15.4% | +19.1% | -3.7% | +6.8% |
| 3M | +7.0% | +16.7% | -9.7% | -0.2% |
| 6M | +46.9% | +47.0% | -0.2% | +22.0% |
| YTD | +76.4% | +49.3% | +27.1% | +44.5% |
| 1Y | +83.7% | +48.6% | +35.1% | +50.8% |
| 3Y | +248.9% | +87.8% | +161.0% | +124.0% |
| All | +248.9% | +86.6% | +162.3% | +124.0% |
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