+241.3%
LTH vs RVTY
+85.4%
+155.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.7% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +15.7% | +1.5% | +14.1% | +14.5% |
| 3M | +5.0% | +31.5% | -26.5% | -6.8% |
| 6M | +37.7% | +62.7% | -25.0% | +10.9% |
| YTD | +75.0% | +60.0% | +15.0% | +40.7% |
| 1Y | +82.6% | +65.7% | +16.9% | +44.7% |
| 3Y | +241.3% | +85.2% | +156.1% | +127.2% |
| All | +241.3% | +85.4% | +155.9% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling