+133.8%
LTH vs TW
+26.1%
+107.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | -4.0% | -4.5% | +0.5% | -2.4% |
| 30D | -5.3% | -2.3% | -3.0% | -4.6% |
| 3M | +19.0% | +2.6% | +16.4% | +17.0% |
| 6M | +55.8% | -17.5% | +73.3% | +66.5% |
| YTD | +56.1% | -5.3% | +61.4% | +55.9% |
| 1Y | +41.3% | -14.8% | +56.0% | +48.0% |
| 3Y | +156.6% | +18.8% | +137.8% | +115.9% |
| All | +133.8% | +26.1% | +107.7% | +102.8% |
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