+141.8%
LTH vs MTB
+67.9%
+73.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.7% |
| 7D | +7.0% | -0.8% | +7.8% | +7.4% |
| 30D | +15.4% | +2.4% | +13.0% | +13.9% |
| 3M | +7.0% | -10.5% | +17.5% | +13.4% |
| 6M | +46.9% | +6.4% | +40.4% | +41.7% |
| YTD | +76.4% | +12.8% | +63.6% | +64.7% |
| 1Y | +83.7% | +23.3% | +60.5% | +63.5% |
| 3Y | +248.9% | +108.2% | +140.6% | +124.0% |
| 5Y | +141.8% | +68.6% | +73.2% | +76.1% |
| All | +141.8% | +67.9% | +73.9% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling