+107.3%
META vs LTH
+152.2%
-44.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | -0.6% | +7.3% | +6.8% |
| 30D | +4.8% | -4.6% | +9.3% | +5.8% |
| 3M | -1.6% | +32.8% | -34.4% | -8.4% |
| 6M | -7.5% | +64.6% | -72.1% | -18.9% |
| YTD | -6.4% | +62.6% | -69.0% | -17.8% |
| 1Y | -17.3% | +49.9% | -67.3% | -26.1% |
| All | +107.3% | +152.2% | -44.9% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling