+143.5%
LTH vs M
+21.5%
+122.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | -0.6% | +4.7% | -5.4% | -1.8% |
| 30D | -4.6% | -9.6% | +5.1% | -2.0% |
| 3M | +32.8% | +0.9% | +32.0% | +32.0% |
| 6M | +64.6% | +22.3% | +42.4% | +55.0% |
| YTD | +62.6% | +6.5% | +56.1% | +58.4% |
| 1Y | +49.9% | +38.8% | +11.2% | +35.6% |
| 3Y | +151.3% | +115.9% | +35.4% | +84.6% |
| All | +143.5% | +21.5% | +122.0% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling