+245.6%
LTH vs REPL
+100.5%
+145.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.1% |
| 7D | +6.4% | +12.7% | -6.3% | +6.2% |
| 30D | +16.7% | +73.5% | -56.7% | +16.0% |
| 3M | +11.7% | +70.3% | -58.6% | +10.9% |
| 6M | +48.5% | +472.0% | -423.5% | +43.0% |
| YTD | +78.4% | +139.5% | -61.1% | +72.5% |
| 1Y | +89.7% | +167.3% | -77.6% | +83.0% |
| 3Y | +245.6% | +109.5% | +136.1% | +205.7% |
| All | +245.6% | +100.5% | +145.1% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling