+83.3%
LTH vs MDY
+15.3%
+68.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | +0.3% | +0.2% | +0.1% | 0.0% |
| 30D | +17.7% | +2.1% | +15.6% | +15.2% |
| 3M | +8.5% | -3.6% | +12.1% | +12.5% |
| 6M | +46.9% | +1.7% | +45.3% | +43.4% |
| YTD | +78.8% | +13.8% | +65.0% | +55.3% |
| All | +83.3% | +15.3% | +68.0% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling