+1.9%
META vs LTH
+85.5%
-83.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +3.3% | +6.4% | -3.1% | +2.6% |
| 30D | -10.8% | +16.7% | -27.5% | -12.2% |
| 3M | +7.9% | +11.7% | -3.8% | +6.6% |
| 6M | +5.4% | +48.5% | -43.1% | -0.6% |
| YTD | -2.6% | +78.4% | -81.0% | -11.8% |
| 1Y | +1.9% | +89.7% | -87.8% | -9.8% |
| All | +1.9% | +85.5% | -83.7% | -9.8% |
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