-3.8%
MTZ vs LTH
+79.8%
-83.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.4% | -1.2% |
| 7D | +5.0% | -1.3% | +6.3% | +4.9% |
| 30D | -6.0% | +15.7% | -21.7% | -6.5% |
| 3M | -36.1% | +5.0% | -41.1% | -35.9% |
| 6M | -56.9% | +37.7% | -94.5% | -58.6% |
| YTD | -15.9% | +75.0% | -90.9% | -23.0% |
| 1Y | -3.8% | +82.6% | -86.5% | -12.7% |
| All | -3.8% | +79.8% | -83.6% | -12.7% |
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