+75.7%
LTH vs RJF
+3.4%
+72.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -4.6% | +1.5% | -6.1% | -5.0% |
| 30D | +14.8% | +6.7% | +8.1% | +12.8% |
| 3M | +3.9% | -7.3% | +11.3% | +5.6% |
| 6M | +35.5% | +9.8% | +25.7% | +32.7% |
| YTD | +71.3% | +5.6% | +65.7% | +67.3% |
| 1Y | +75.7% | +2.3% | +73.4% | +72.9% |
| All | +75.7% | +3.4% | +72.3% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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