+143.5%
LTH vs RL
+229.9%
-86.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.6% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | -4.6% | -7.8% | +3.2% | -1.4% |
| 3M | +32.8% | -4.0% | +36.8% | +33.9% |
| 6M | +64.6% | -1.9% | +66.5% | +62.5% |
| YTD | +62.6% | -0.2% | +62.8% | +58.7% |
| 1Y | +49.9% | +10.7% | +39.3% | +38.4% |
| 3Y | +151.3% | +210.8% | -59.4% | +25.7% |
| All | +143.5% | +229.9% | -86.4% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling