+78.6%
MTUM vs LTH
+150.3%
-71.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | +1.2% | -3.7% | +5.0% | +1.9% |
| 30D | -1.7% | -5.3% | +3.6% | -0.8% |
| 3M | -0.5% | +24.2% | -24.7% | -4.5% |
| 6M | +22.3% | +54.8% | -32.5% | +12.5% |
| YTD | +21.4% | +56.1% | -34.7% | +11.2% |
| 1Y | +20.0% | +45.5% | -25.5% | +11.1% |
| 3Y | +113.0% | +155.9% | -42.9% | +78.3% |
| All | +78.6% | +150.3% | -71.7% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling