+75.8%
MET vs LTH
+160.9%
-85.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +1.4% | -4.6% | +6.0% | +2.2% |
| 3M | +17.7% | +32.8% | -15.1% | +11.4% |
| 6M | +35.0% | +64.6% | -29.6% | +22.0% |
| YTD | +26.3% | +62.6% | -36.4% | +14.3% |
| 1Y | +22.8% | +49.9% | -27.1% | +12.7% |
| 3Y | +65.9% | +151.3% | -85.4% | +37.6% |
| All | +75.8% | +160.9% | -85.1% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling