-0.3%
MSCI vs LTH
+160.9%
-161.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +0.6% | -4.6% | +5.1% | +1.5% |
| 3M | -7.1% | +32.8% | -39.9% | -12.9% |
| 6M | +0.8% | +64.6% | -63.8% | -10.7% |
| YTD | +1.0% | +62.6% | -61.7% | -10.5% |
| 1Y | +4.3% | +49.9% | -45.6% | -6.0% |
| 3Y | +9.9% | +151.3% | -141.4% | -15.2% |
| All | -0.3% | +160.9% | -161.2% | -31.5% |
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