+162.0%
LTH vs RNG
+120.7%
+41.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | -3.1% | +11.4% | -14.5% | -4.8% |
| 3M | +28.1% | +72.1% | -44.0% | +16.9% |
| 6M | +67.4% | +67.9% | -0.5% | +51.0% |
| YTD | +59.8% | +144.3% | -84.6% | +30.3% |
| 1Y | +45.6% | +117.5% | -71.9% | +21.7% |
| 3Y | +162.0% | +123.9% | +38.1% | +94.7% |
| All | +162.0% | +120.7% | +41.3% | +94.7% |
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