+23.1%
Q vs LTH
+73.4%
-50.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.7% |
| 7D | +0.3% | +4.5% | -4.2% | -1.2% |
| 30D | -9.8% | +16.3% | -26.2% | -14.4% |
| 3M | -12.2% | +8.4% | -20.6% | -14.6% |
| 6M | -21.6% | +40.3% | -61.9% | -32.6% |
| YTD | +43.6% | +77.3% | -33.7% | +10.1% |
| 1Y | +25.7% | +88.0% | -62.3% | -6.0% |
| All | +23.1% | +73.4% | -50.3% | -5.9% |
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 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