+141.5%
LTH vs M
-11.5%
+153.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | 0.0% |
| 7D | +4.5% | -4.3% | +8.8% | +5.7% |
| 30D | +16.3% | +1.3% | +15.1% | +15.7% |
| 3M | +8.4% | -7.4% | +15.7% | +10.2% |
| 6M | +40.3% | +18.3% | +21.9% | +32.3% |
| YTD | +77.3% | +7.6% | +69.7% | +71.1% |
| 1Y | +88.0% | +17.4% | +70.6% | +76.7% |
| 3Y | +274.3% | +108.4% | +165.9% | +168.4% |
| All | +141.5% | -11.5% | +153.0% | +109.2% |
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