+7.4%
ON vs LTH
+240.3%
-232.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.6% | +9.3% |
| 7D | -1.4% | +7.0% | -8.4% | -3.4% |
| 30D | -10.9% | +15.4% | -26.3% | -14.5% |
| 3M | -14.9% | +7.0% | -21.9% | -16.7% |
| 6M | -33.0% | +46.9% | -79.9% | -41.2% |
| YTD | +27.6% | +76.4% | -48.8% | +5.0% |
| 1Y | +44.5% | +83.7% | -39.2% | +17.1% |
| 3Y | +7.4% | +248.9% | -241.5% | -26.6% |
| All | +7.4% | +240.3% | -232.9% | -26.6% |
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