+274.3%
LTH vs REPL
+48.4%
+225.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.3% | -1.4% |
| 7D | +4.5% | +22.8% | -18.3% | +4.3% |
| 30D | +16.3% | +63.8% | -47.4% | +15.8% |
| 3M | +8.4% | +68.1% | -59.7% | +7.8% |
| 6M | +40.3% | +528.5% | -488.2% | +35.5% |
| YTD | +77.3% | +122.4% | -45.2% | +72.3% |
| 1Y | +88.0% | +154.4% | -66.4% | +82.3% |
| 3Y | +274.3% | +68.0% | +206.3% | +242.4% |
| All | +274.3% | +48.4% | +225.9% | +242.4% |
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