+143.5%
LTH vs MTCH
-72.5%
+216.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.9% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | -4.6% | +9.7% | -14.3% | -8.1% |
| 3M | +32.8% | +21.1% | +11.7% | +22.3% |
| 6M | +64.6% | +37.5% | +27.1% | +43.3% |
| YTD | +62.6% | +31.9% | +30.7% | +43.5% |
| 1Y | +49.9% | +14.6% | +35.4% | +39.5% |
| 3Y | +151.3% | -6.2% | +157.5% | +143.4% |
| All | +143.5% | -72.5% | +216.1% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling