+143.5%
LTH vs RJF
+99.6%
+43.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -4.6% | -1.3% | -3.3% | -4.1% |
| 3M | +32.8% | +18.9% | +13.9% | +19.5% |
| 6M | +64.6% | +15.0% | +49.6% | +50.6% |
| YTD | +62.6% | +12.2% | +50.4% | +49.8% |
| 1Y | +49.9% | +5.6% | +44.3% | +42.8% |
| 3Y | +151.3% | +74.9% | +76.5% | +65.3% |
| All | +143.5% | +99.6% | +43.9% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling