+10.2%
MTUM vs LTH
+84.0%
-73.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.3% | -2.7% |
| 7D | -10.1% | +9.9% | -19.9% | -11.1% |
| 30D | -15.6% | +18.3% | -33.9% | -17.4% |
| 3M | -12.7% | +5.9% | -18.7% | -13.3% |
| 6M | -3.7% | +80.3% | -84.0% | -14.6% |
| YTD | +9.4% | +78.3% | -68.8% | -3.0% |
| 1Y | +10.2% | +81.0% | -70.8% | -2.6% |
| All | +10.2% | +84.0% | -73.8% | -2.6% |
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