+143.5%
LTH vs VSXY
+46.5%
+97.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | -0.6% | -14.0% | +13.3% | +2.1% |
| 30D | -4.6% | -15.9% | +11.3% | -1.8% |
| 3M | +32.8% | +3.4% | +29.4% | +31.0% |
| 6M | +64.6% | +25.9% | +38.7% | +52.1% |
| YTD | +62.6% | +39.5% | +23.2% | +46.4% |
| 1Y | +49.9% | +194.4% | -144.4% | +13.2% |
| 3Y | +151.3% | +281.4% | -130.1% | +57.5% |
| All | +143.5% | +46.5% | +97.0% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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