+139.3%
LTH vs MKTX
-58.0%
+197.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | -3.1% | +1.0% | -4.0% | -3.3% |
| 3M | +28.1% | +41.3% | -13.2% | +17.0% |
| 6M | +67.4% | -11.3% | +78.7% | +73.3% |
| YTD | +59.8% | -8.6% | +68.3% | +63.5% |
| 1Y | +45.6% | -11.1% | +56.7% | +49.9% |
| 3Y | +162.0% | -24.5% | +186.5% | +172.8% |
| All | +139.3% | -58.0% | +197.2% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling