+6.6%
ON vs LTH
+241.8%
-235.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.2% |
| 7D | +12.2% | -1.3% | +13.5% | +12.6% |
| 30D | -3.1% | +15.7% | -18.8% | -7.1% |
| 3M | -12.9% | +5.0% | -17.9% | -14.3% |
| 6M | -38.6% | +37.7% | -76.3% | -44.9% |
| YTD | +31.2% | +75.0% | -43.8% | +8.3% |
| 1Y | +47.6% | +82.6% | -35.0% | +20.0% |
| 3Y | +6.6% | +241.3% | -234.7% | -25.7% |
| All | +6.6% | +241.8% | -235.2% | -25.7% |
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 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