+26.3%
LVS vs LTH
+156.3%
-130.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | -3.9% | -3.1% | -0.9% | -3.2% |
| 3M | -12.9% | +28.1% | -41.0% | -18.3% |
| 6M | -16.9% | +67.4% | -84.3% | -27.9% |
| YTD | -31.2% | +59.8% | -91.0% | -39.7% |
| 1Y | -16.4% | +45.6% | -62.0% | -25.1% |
| 3Y | -4.4% | +162.0% | -166.4% | -30.0% |
| All | +26.3% | +156.3% | -130.0% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling