+241.3%
LTH vs TDY
+68.3%
+173.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.4% |
| 7D | -1.3% | +4.1% | -5.3% | -3.0% |
| 30D | +15.7% | +5.7% | +9.9% | +12.1% |
| 3M | +5.0% | -4.4% | +9.4% | +6.7% |
| 6M | +37.7% | +1.2% | +36.5% | +35.1% |
| YTD | +75.0% | +26.0% | +49.0% | +50.6% |
| 1Y | +82.6% | +27.4% | +55.3% | +56.1% |
| 3Y | +241.3% | +67.5% | +173.8% | +124.0% |
| All | +241.3% | +68.3% | +173.0% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling