+0.7%
PL vs LTH
+84.4%
-83.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +10.7% |
| 7D | -6.8% | +4.5% | -11.3% | -7.9% |
| 30D | -29.3% | +16.3% | -45.6% | -32.0% |
| 3M | -44.8% | +8.4% | -53.1% | -45.9% |
| 6M | -68.4% | +40.3% | -108.7% | -71.4% |
| YTD | -36.4% | +77.3% | -113.6% | -44.8% |
| 1Y | +0.7% | +88.0% | -87.2% | -13.3% |
| All | +0.7% | +84.4% | -83.7% | -13.3% |
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