+162.1%
LTH vs TW
+65.0%
+97.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.8% |
| 7D | -1.3% | +3.9% | -5.2% | -2.7% |
| 30D | +15.7% | +19.9% | -4.3% | +8.2% |
| 3M | +5.0% | +25.9% | -21.0% | -3.8% |
| 6M | +37.7% | +21.1% | +16.5% | +27.2% |
| YTD | +75.0% | +23.9% | +51.1% | +58.1% |
| 1Y | +82.6% | +21.2% | +61.4% | +66.6% |
| 3Y | +241.3% | +44.8% | +196.5% | +171.2% |
| 5Y | +135.4% | +41.4% | +94.0% | +67.1% |
| All | +162.1% | +65.0% | +97.1% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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