+165.5%
LTH vs RVTY
-8.4%
+173.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -2.5% |
| 7D | +4.5% | -1.2% | +5.7% | +4.6% |
| 30D | +16.3% | +1.0% | +15.3% | +15.3% |
| 3M | +8.4% | +35.8% | -27.5% | -6.1% |
| 6M | +40.3% | +56.7% | -16.4% | +13.2% |
| YTD | +77.3% | +60.7% | +16.6% | +40.4% |
| 1Y | +88.0% | +73.7% | +14.3% | +43.9% |
| 3Y | +274.3% | +82.8% | +191.5% | +167.3% |
| 5Y | +142.9% | -7.0% | +149.9% | +143.8% |
| All | +165.5% | -8.4% | +173.9% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling