+158.2%
LTH vs MDY
+48.7%
+109.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.5% |
| 7D | -4.0% | -0.8% | -3.2% | -3.2% |
| 30D | -1.7% | -3.9% | +2.2% | +2.7% |
| 3M | +28.0% | 0.0% | +28.0% | +27.7% |
| 6M | +54.1% | +8.5% | +45.5% | +40.4% |
| YTD | +57.1% | +13.2% | +43.9% | +36.4% |
| 1Y | +45.8% | +15.0% | +30.8% | +24.2% |
| All | +158.2% | +48.7% | +109.5% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling