+81.9%
MTUM vs LTH
+156.3%
-74.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.6% |
| 7D | +4.1% | +1.5% | +2.6% | +3.8% |
| 30D | -0.2% | -3.1% | +2.9% | +0.3% |
| 3M | -1.9% | +28.1% | -30.0% | -6.4% |
| 6M | +28.1% | +67.4% | -39.3% | +16.1% |
| YTD | +23.6% | +59.8% | -36.2% | +12.8% |
| 1Y | +26.1% | +45.6% | -19.5% | +16.7% |
| 3Y | +116.8% | +162.0% | -45.2% | +80.8% |
| All | +81.9% | +156.3% | -74.4% | +47.5% |
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