+241.3%
LTH vs RL
+250.5%
-9.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.5% |
| 7D | -1.3% | +2.6% | -3.9% | -2.2% |
| 30D | +15.7% | +2.9% | +12.7% | +14.3% |
| 3M | +5.0% | 0.0% | +5.0% | +4.6% |
| 6M | +37.7% | +17.1% | +20.6% | +27.8% |
| YTD | +75.0% | +10.1% | +64.9% | +65.8% |
| 1Y | +82.6% | +17.3% | +65.3% | +68.9% |
| 3Y | +241.3% | +249.3% | -8.0% | +80.3% |
| All | +241.3% | +250.5% | -9.2% | +80.3% |
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