+49.9%
LTH vs MTB
+23.4%
+26.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -0.6% | +1.7% | -2.4% | -1.5% |
| 30D | -4.6% | -4.2% | -0.4% | -2.7% |
| 3M | +32.8% | +8.9% | +23.9% | +27.6% |
| 6M | +64.6% | +10.9% | +53.8% | +56.4% |
| YTD | +62.6% | +21.5% | +41.2% | +50.0% |
| 1Y | +49.9% | +21.9% | +28.0% | +30.6% |
| All | +49.9% | +23.4% | +26.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling