+63.9%
ON vs LTH
+160.9%
-97.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +2.4% | -0.6% | +3.1% | +2.6% |
| 30D | -3.3% | -4.6% | +1.3% | -1.9% |
| 3M | -43.6% | +32.8% | -76.4% | -49.5% |
| 6M | +19.0% | +64.6% | -45.7% | -2.3% |
| YTD | +37.4% | +62.6% | -25.3% | +13.0% |
| 1Y | +54.8% | +49.9% | +4.8% | +30.6% |
| 3Y | -25.2% | +151.3% | -176.5% | -49.7% |
| All | +63.9% | +160.9% | -97.0% | -1.9% |
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 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