+114.2%
MO vs LTH
+160.9%
-46.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.3% | -0.6% | +1.0% | +0.4% |
| 30D | +0.6% | -4.6% | +5.2% | +0.8% |
| 3M | -1.0% | +32.8% | -33.8% | -2.0% |
| 6M | +4.3% | +64.6% | -60.3% | +2.2% |
| YTD | +23.3% | +62.6% | -39.4% | +20.7% |
| 1Y | +10.5% | +49.9% | -39.5% | +8.4% |
| 3Y | +96.3% | +151.3% | -55.1% | +84.3% |
| All | +114.2% | +160.9% | -46.7% | +95.0% |
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