+137.8%
LTH vs M
-3.3%
+141.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.7% |
| 7D | -1.3% | +7.0% | -8.3% | -3.2% |
| 30D | +15.7% | +8.9% | +6.8% | +12.6% |
| 3M | +5.0% | +4.5% | +0.5% | +3.1% |
| 6M | +37.7% | +36.2% | +1.5% | +24.7% |
| YTD | +75.0% | +15.1% | +59.9% | +65.6% |
| 1Y | +82.6% | +27.4% | +55.2% | +67.7% |
| 3Y | +241.3% | +160.1% | +81.2% | +127.7% |
| All | +137.8% | -3.3% | +141.1% | +99.2% |
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