+154.0%
LTH vs RVTY
+12.6%
+141.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | -4.6% | +13.2% | -17.8% | -9.1% |
| 3M | +32.8% | +27.2% | +5.6% | +20.1% |
| 6M | +64.6% | +32.4% | +32.2% | +45.7% |
| YTD | +62.6% | +34.9% | +27.8% | +42.4% |
| 1Y | +49.9% | +52.4% | -2.4% | +25.0% |
| All | +154.0% | +12.6% | +141.4% | +123.0% |
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