+53.5%
OMC vs LTH
+145.7%
-92.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +6.8% | +6.4% | +0.4% | +5.7% |
| 30D | +16.2% | +16.7% | -0.6% | +13.2% |
| 3M | +6.0% | +11.7% | -5.7% | +3.9% |
| 6M | +17.7% | +48.5% | -30.8% | +9.8% |
| YTD | +13.5% | +78.4% | -64.9% | +2.0% |
| 1Y | +27.2% | +89.7% | -62.5% | +12.9% |
| 3Y | +30.4% | +245.6% | -215.2% | +2.0% |
| 5Y | +53.5% | +142.7% | -89.2% | +18.0% |
| All | +53.5% | +145.7% | -92.2% | +18.0% |
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