+29.6%
OMC vs LTH
+160.9%
-131.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -6.4% | -0.6% | -5.8% | -6.4% |
| 30D | +1.1% | -4.6% | +5.7% | +1.8% |
| 3M | +10.4% | +32.8% | -22.4% | +5.3% |
| 6M | -1.7% | +64.6% | -66.3% | -10.1% |
| YTD | +4.4% | +62.6% | -58.2% | -4.4% |
| 1Y | +8.4% | +49.9% | -41.5% | +0.4% |
| 3Y | +14.4% | +151.3% | -136.9% | -5.2% |
| All | +29.6% | +160.9% | -131.3% | +1.8% |
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