+132.8%
LTH vs MTCH
-70.3%
+203.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.3% |
| 7D | -4.6% | +6.7% | -11.3% | -7.1% |
| 30D | +14.8% | -1.4% | +16.2% | +14.9% |
| 3M | +3.9% | +14.8% | -10.9% | -2.4% |
| 6M | +35.5% | +19.4% | +16.1% | +24.4% |
| YTD | +71.3% | +32.3% | +39.0% | +49.8% |
| 1Y | +75.7% | +29.5% | +46.2% | +54.9% |
| 3Y | +231.9% | +47.2% | +184.7% | +160.5% |
| All | +132.8% | -70.3% | +203.1% | +274.8% |
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