+143.5%
LTH vs LH
+44.9%
+98.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.1% |
| 7D | -0.6% | -2.5% | +1.8% | +0.7% |
| 30D | -4.6% | +4.3% | -8.9% | -6.8% |
| 3M | +32.8% | +25.5% | +7.3% | +16.7% |
| 6M | +64.6% | +17.0% | +47.7% | +50.3% |
| YTD | +62.6% | +31.3% | +31.4% | +38.5% |
| 1Y | +49.9% | +20.0% | +30.0% | +33.9% |
| 3Y | +151.3% | +63.9% | +87.5% | +82.6% |
| All | +143.5% | +44.9% | +98.7% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling