+139.3%
LTH vs MTB
+81.5%
+57.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +1.5% | +2.8% | -1.2% | +0.1% |
| 30D | -3.1% | -4.2% | +1.1% | -0.9% |
| 3M | +28.1% | +7.8% | +20.3% | +23.1% |
| 6M | +67.4% | +14.8% | +52.6% | +55.6% |
| YTD | +59.8% | +20.8% | +39.0% | +44.6% |
| 1Y | +45.6% | +23.1% | +22.5% | +30.0% |
| 3Y | +162.0% | +114.8% | +47.2% | +68.7% |
| All | +139.3% | +81.5% | +57.8% | +74.0% |
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