-17.7%
LVS vs LTH
+54.1%
-71.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.5% | -0.6% | -0.8% | -1.4% |
| 30D | -3.2% | -4.6% | +1.4% | -2.8% |
| 3M | -12.0% | +32.8% | -44.8% | -14.9% |
| 6M | -19.9% | +64.6% | -84.5% | -25.9% |
| YTD | -30.6% | +62.6% | -93.3% | -36.0% |
| 1Y | -17.7% | +49.9% | -67.7% | -22.6% |
| All | -17.7% | +54.1% | -71.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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