+119.9%
NDAQ vs LTH
+268.4%
-148.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +0.8% | +4.5% | -3.6% | 0.0% |
| 30D | +16.5% | +16.3% | +0.2% | +13.4% |
| 3M | +13.5% | +8.4% | +5.1% | +11.7% |
| 6M | +20.9% | +40.3% | -19.4% | +13.4% |
| YTD | +11.4% | +77.3% | -65.9% | -0.9% |
| 1Y | +25.9% | +88.0% | -62.0% | +10.6% |
| 3Y | +119.9% | +274.3% | -154.4% | +74.9% |
| All | +119.9% | +268.4% | -148.6% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling