+139.3%
LTH vs TW
+28.1%
+111.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -0.6% |
| 7D | +1.5% | -3.5% | +5.0% | +2.8% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +28.1% | +4.9% | +23.2% | +24.8% |
| 6M | +67.4% | -17.1% | +84.5% | +78.8% |
| YTD | +59.8% | -3.9% | +63.6% | +58.7% |
| 1Y | +45.6% | -13.3% | +58.8% | +51.5% |
| 3Y | +162.0% | +20.9% | +141.1% | +118.9% |
| All | +139.3% | +28.1% | +111.2% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling