+241.3%
LTH vs MKTX
-22.1%
+263.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +15.7% | +0.9% | +14.8% | +15.6% |
| 3M | +5.0% | +2.6% | +2.4% | +5.0% |
| 6M | +37.7% | +20.4% | +17.3% | +37.8% |
| YTD | +75.0% | -7.1% | +82.1% | +79.2% |
| 1Y | +82.6% | -2.8% | +85.4% | +86.0% |
| 3Y | +241.3% | -21.7% | +263.1% | +312.8% |
| All | +241.3% | -22.1% | +263.4% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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