+91.9%
MO vs LTH
+155.4%
-63.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -2.4% | -4.0% | +1.6% | -2.3% |
| 30D | +3.6% | -1.7% | +5.3% | +3.6% |
| 3M | -3.7% | +28.0% | -31.7% | -4.1% |
| 6M | +4.5% | +54.1% | -49.6% | +3.6% |
| YTD | +21.5% | +57.1% | -35.6% | +20.2% |
| 1Y | +9.5% | +45.8% | -36.2% | +8.5% |
| All | +91.9% | +155.4% | -63.4% | +76.3% |
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