+143.5%
LTH vs MDY
+49.9%
+93.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -0.6% | +0.1% | -0.8% | -0.8% |
| 30D | -4.6% | -1.5% | -3.1% | -2.8% |
| 3M | +32.8% | +0.8% | +32.0% | +31.1% |
| 6M | +64.6% | +7.4% | +57.2% | +50.2% |
| YTD | +62.6% | +15.2% | +47.4% | +35.6% |
| 1Y | +49.9% | +16.5% | +33.4% | +23.0% |
| 3Y | +151.3% | +46.8% | +104.5% | +48.6% |
| All | +143.5% | +49.9% | +93.6% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling