+133.7%
LTH vs MDY
+45.9%
+87.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.5% |
| 7D | -3.7% | -2.5% | -1.2% | -0.6% |
| 30D | -5.3% | -5.0% | -0.3% | +1.0% |
| 3M | +24.2% | +0.5% | +23.7% | +23.2% |
| 6M | +54.8% | +8.0% | +46.8% | +40.2% |
| YTD | +56.1% | +12.2% | +43.9% | +34.5% |
| 1Y | +45.5% | +14.0% | +31.6% | +22.7% |
| 3Y | +155.9% | +48.2% | +107.7% | +48.8% |
| All | +133.7% | +45.9% | +87.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling