+284.7%
P vs LTH
+137.1%
+147.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.4% |
| 7D | +11.6% | -1.3% | +12.9% | +11.9% |
| 30D | -23.7% | +15.7% | -39.3% | -26.5% |
| 3M | -8.0% | +5.0% | -13.0% | -9.4% |
| 6M | +27.9% | +37.7% | -9.8% | +16.8% |
| YTD | +61.2% | +75.0% | -13.9% | +36.4% |
| 1Y | +28.6% | +82.6% | -54.0% | +7.4% |
| 3Y | +200.5% | +241.3% | -40.8% | +112.7% |
| All | +284.7% | +137.1% | +147.6% | +164.6% |
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 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