+135.2%
LTH vs RVTY
-26.9%
+162.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.6% |
| 7D | -4.0% | -5.4% | +1.4% | -1.7% |
| 30D | -1.7% | +6.7% | -8.4% | -4.6% |
| 3M | +28.0% | +19.0% | +9.0% | +17.7% |
| 6M | +54.1% | +34.6% | +19.4% | +33.6% |
| YTD | +57.1% | +28.3% | +28.8% | +38.3% |
| 1Y | +45.8% | +46.0% | -0.3% | +20.6% |
| 3Y | +157.6% | +16.9% | +140.7% | +125.3% |
| All | +135.2% | -26.9% | +162.1% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling