-0.4%
PL vs LTH
+84.0%
-84.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.3% | -12.7% | -7.8% |
| 7D | -11.7% | +9.9% | -21.6% | -13.7% |
| 30D | -27.1% | +18.3% | -45.4% | -30.1% |
| 3M | -44.6% | +5.9% | -50.5% | -45.4% |
| 6M | -67.2% | +80.3% | -147.5% | -70.8% |
| YTD | -35.9% | +78.3% | -114.1% | -44.3% |
| 1Y | -0.4% | +81.0% | -81.4% | -14.3% |
| All | -0.4% | +84.0% | -84.4% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling