+129.6%
LTH vs M
+0.2%
+129.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +0.3% | -3.3% | +3.6% | +1.0% |
| 30D | +17.7% | +8.1% | +9.6% | +14.8% |
| 3M | +8.5% | +2.2% | +6.3% | +7.2% |
| 6M | +46.9% | +35.1% | +11.8% | +33.4% |
| YTD | +78.8% | +15.8% | +63.0% | +68.8% |
| 1Y | +84.9% | +25.8% | +59.1% | +70.3% |
| 3Y | +246.4% | +156.2% | +90.1% | +132.3% |
| 5Y | +129.6% | -2.4% | +131.9% | +93.2% |
| All | +129.6% | +0.2% | +129.4% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling