+133.8%
LTH vs TDY
+39.6%
+94.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.8% |
| 7D | -4.0% | -1.1% | -2.9% | -3.3% |
| 30D | -5.3% | -12.0% | +6.8% | +3.2% |
| 3M | +19.0% | -3.2% | +22.2% | +20.6% |
| 6M | +55.8% | -7.9% | +63.7% | +62.6% |
| YTD | +56.1% | +18.2% | +37.9% | +34.0% |
| 1Y | +41.3% | +6.7% | +34.6% | +30.5% |
| 3Y | +156.6% | +47.5% | +109.1% | +79.1% |
| All | +133.8% | +39.6% | +94.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling