+133.7%
LTH vs MKTX
-58.0%
+191.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | -5.3% | +0.8% | -6.1% | -5.5% |
| 3M | +24.2% | +41.1% | -16.9% | +13.5% |
| 6M | +54.8% | -9.5% | +64.4% | +59.3% |
| YTD | +56.1% | -8.7% | +64.7% | +59.7% |
| 1Y | +45.5% | -10.0% | +55.5% | +49.3% |
| 3Y | +155.9% | -24.6% | +180.5% | +166.6% |
| All | +133.7% | -58.0% | +191.7% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling