+143.5%
LTH vs RNG
-64.8%
+208.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.3% |
| 7D | -0.6% | +5.8% | -6.4% | -2.1% |
| 30D | -4.6% | +19.6% | -24.2% | -9.0% |
| 3M | +32.8% | +67.0% | -34.2% | +14.8% |
| 6M | +64.6% | +88.4% | -23.7% | +34.5% |
| YTD | +62.6% | +155.5% | -92.8% | +18.3% |
| 1Y | +49.9% | +141.7% | -91.7% | +10.1% |
| 3Y | +151.3% | +131.1% | +20.3% | +75.3% |
| All | +143.5% | -64.8% | +208.3% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling