+143.5%
LTH vs TW
+32.0%
+111.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | -4.6% | +3.9% | -8.5% | -6.1% |
| 3M | +32.8% | +5.7% | +27.1% | +29.0% |
| 6M | +64.6% | -14.5% | +79.1% | +73.9% |
| YTD | +62.6% | -0.9% | +63.5% | +59.7% |
| 1Y | +49.9% | -13.5% | +63.5% | +56.8% |
| 3Y | +151.3% | +25.0% | +126.4% | +107.2% |
| All | +143.5% | +32.0% | +111.5% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling