+245.6%
LTH vs RNG
+178.5%
+67.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +6.4% | -6.0% | +12.4% | +7.1% |
| 30D | +16.7% | -7.4% | +24.1% | +17.6% |
| 3M | +11.7% | +14.6% | -2.9% | +9.3% |
| 6M | +48.5% | +61.5% | -13.0% | +38.0% |
| YTD | +78.4% | +155.7% | -77.3% | +49.5% |
| 1Y | +89.7% | +172.5% | -82.8% | +56.7% |
| 3Y | +245.6% | +168.0% | +77.6% | +172.9% |
| All | +245.6% | +178.5% | +67.1% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling