+87.6%
LTH vs RL
+22.3%
+65.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -1.9% |
| 7D | +7.0% | +0.2% | +6.8% | +6.8% |
| 30D | +15.4% | +7.3% | +8.1% | +13.3% |
| 3M | +7.0% | +1.0% | +6.0% | +6.7% |
| 6M | +46.9% | +11.8% | +35.1% | +41.6% |
| YTD | +76.4% | +13.6% | +62.8% | +67.1% |
| All | +87.6% | +22.3% | +65.3% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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