+143.5%
LTH vs TDY
+41.2%
+102.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | 0.0% |
| 7D | -0.6% | -1.8% | +1.2% | +0.6% |
| 30D | -4.6% | -10.7% | +6.1% | +2.8% |
| 3M | +32.8% | -1.3% | +34.1% | +32.6% |
| 6M | +64.6% | -10.6% | +75.2% | +75.6% |
| YTD | +62.6% | +19.6% | +43.1% | +38.5% |
| 1Y | +49.9% | +11.6% | +38.3% | +33.8% |
| 3Y | +151.3% | +45.2% | +106.1% | +78.1% |
| All | +143.5% | +41.2% | +102.4% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling