+81.0%
LTH vs REPL
+125.1%
-44.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | +9.9% | +28.8% | -19.0% | +9.8% |
| 30D | +18.3% | +57.3% | -39.0% | +18.1% |
| 3M | +5.9% | +73.6% | -67.6% | +5.8% |
| 6M | +80.3% | +582.8% | -502.5% | +74.0% |
| YTD | +78.3% | +112.9% | -34.6% | +75.3% |
| 1Y | +81.0% | +130.7% | -49.6% | +71.3% |
| All | +81.0% | +125.1% | -44.1% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling