+81.0%
LTH vs RNG
+179.4%
-98.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.6% | +6.3% |
| 7D | +9.9% | -9.6% | +19.4% | +10.0% |
| 30D | +18.3% | -1.4% | +19.7% | +18.3% |
| 3M | +5.9% | +28.8% | -22.8% | +5.1% |
| 6M | +80.3% | +65.6% | +14.7% | +78.3% |
| YTD | +78.3% | +171.4% | -93.1% | +66.5% |
| 1Y | +81.0% | +185.3% | -104.3% | +61.5% |
| All | +81.0% | +179.4% | -98.4% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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