+141.5%
LTH vs RY
+122.0%
+19.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.2% |
| 7D | +4.5% | -0.9% | +5.4% | +5.3% |
| 30D | +16.3% | +5.9% | +10.5% | +10.5% |
| 3M | +8.4% | -4.3% | +12.6% | +12.2% |
| 6M | +40.3% | +12.1% | +28.2% | +24.9% |
| YTD | +77.3% | +20.3% | +57.0% | +47.5% |
| 1Y | +88.0% | +41.0% | +46.9% | +34.1% |
| 3Y | +274.3% | +157.5% | +116.7% | +40.4% |
| All | +141.5% | +122.0% | +19.5% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling