+248.6%
LTH vs RL
+257.6%
-8.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +0.3% | -4.4% | +4.6% | +1.6% |
| 30D | +17.7% | +5.6% | +12.1% | +15.3% |
| 3M | +8.5% | -0.6% | +9.1% | +8.3% |
| 6M | +46.9% | +15.5% | +31.5% | +37.3% |
| YTD | +78.8% | +12.3% | +66.4% | +68.2% |
| 1Y | +84.9% | +19.3% | +65.6% | +70.0% |
| All | +248.6% | +257.6% | -8.9% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling