+143.5%
LTH vs RY
+144.6%
-1.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.9% |
| 7D | -0.6% | +3.1% | -3.8% | -3.3% |
| 30D | -4.6% | -0.3% | -4.3% | -4.5% |
| 3M | +32.8% | +8.7% | +24.2% | +22.4% |
| 6M | +64.6% | +28.5% | +36.1% | +30.2% |
| YTD | +62.6% | +25.1% | +37.5% | +31.4% |
| 1Y | +49.9% | +46.3% | +3.7% | +4.3% |
| 3Y | +151.3% | +154.9% | -3.6% | -2.1% |
| All | +143.5% | +144.6% | -1.0% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling