+22.1%
LYB vs LTH
+45.2%
-23.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.3% | -4.0% | +4.3% | +0.1% |
| 30D | +2.5% | -5.3% | +7.8% | +2.3% |
| 3M | +1.4% | +19.0% | -17.6% | +1.5% |
| 6M | -3.5% | +55.8% | -59.3% | -5.2% |
| YTD | +52.0% | +56.1% | -4.1% | +47.9% |
| 1Y | +22.1% | +41.3% | -19.2% | +14.5% |
| All | +22.1% | +45.2% | -23.1% | +14.5% |
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