+82.5%
PL vs LTH
+160.9%
-78.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -9.3% | -0.6% | -8.7% | -9.0% |
| 30D | -18.9% | -4.6% | -14.3% | -17.2% |
| 3M | -58.4% | +32.8% | -91.2% | -63.9% |
| 6M | -30.3% | +64.6% | -94.9% | -45.7% |
| YTD | -8.1% | +62.6% | -70.8% | -28.8% |
| 1Y | +180.5% | +49.9% | +130.5% | +125.1% |
| 3Y | +444.1% | +151.3% | +292.8% | +227.3% |
| All | +82.5% | +160.9% | -78.4% | +7.3% |
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 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