+133.7%
LTH vs MTCH
-72.5%
+206.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.0% |
| 7D | -3.7% | -1.4% | -2.3% | -3.2% |
| 30D | -5.3% | +13.6% | -19.0% | -10.1% |
| 3M | +24.2% | +22.4% | +1.8% | +13.9% |
| 6M | +54.8% | +37.2% | +17.7% | +34.9% |
| YTD | +56.1% | +31.8% | +24.3% | +37.7% |
| 1Y | +45.5% | +12.9% | +32.6% | +36.2% |
| 3Y | +155.9% | -1.1% | +157.0% | +142.0% |
| All | +133.7% | -72.5% | +206.2% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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