+57.4%
MAR vs LTH
+84.0%
-26.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | +0.6% |
| 7D | +7.7% | +9.9% | -2.1% | +5.4% |
| 30D | +19.4% | +18.3% | +1.1% | +14.6% |
| 3M | +23.3% | +5.9% | +17.4% | +21.6% |
| 6M | +22.8% | +80.3% | -57.5% | +4.9% |
| YTD | +37.8% | +78.3% | -40.5% | +18.0% |
| 1Y | +57.4% | +81.0% | -23.7% | +33.9% |
| All | +57.4% | +84.0% | -26.7% | +33.9% |
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