+45.8%
LTH vs TW
-13.2%
+59.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -4.0% | -0.5% | -3.5% | -4.0% |
| 30D | -1.7% | -0.6% | -1.1% | -1.7% |
| 3M | +28.0% | +3.4% | +24.6% | +28.7% |
| 6M | +54.1% | -18.4% | +72.5% | +57.6% |
| YTD | +57.1% | -3.9% | +61.0% | +58.9% |
| 1Y | +45.8% | -13.3% | +59.1% | +46.4% |
| All | +45.8% | -13.2% | +59.0% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling