+279.3%
LTH vs RY
+158.9%
+120.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +2.7% |
| 7D | +5.3% | -1.1% | +6.4% | +6.0% |
| 30D | +18.3% | +4.4% | +13.8% | +14.8% |
| 3M | +5.4% | -2.9% | +8.3% | +7.4% |
| 6M | +62.5% | +15.6% | +47.0% | +45.3% |
| YTD | +79.6% | +21.8% | +57.8% | +54.3% |
| 1Y | +88.1% | +42.6% | +45.6% | +43.2% |
| All | +279.3% | +158.9% | +120.4% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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