+143.5%
LTH vs RVTY
-23.2%
+166.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -0.6% | +1.1% | -1.7% | -1.1% |
| 30D | -4.6% | +13.2% | -17.8% | -9.8% |
| 3M | +32.8% | +27.2% | +5.6% | +18.5% |
| 6M | +64.6% | +32.4% | +32.2% | +43.8% |
| YTD | +62.6% | +34.9% | +27.8% | +40.2% |
| 1Y | +49.9% | +52.4% | -2.4% | +21.9% |
| 3Y | +151.3% | +12.3% | +139.1% | +125.5% |
| All | +143.5% | -23.2% | +166.7% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling