+23.9%
QQQ vs LTH
+45.9%
-22.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | +1.0% | -4.0% | +5.0% | +1.4% |
| 30D | -0.6% | -1.7% | +1.0% | -0.5% |
| 3M | +1.3% | +28.0% | -26.7% | -2.3% |
| 6M | +18.1% | +54.1% | -35.9% | +10.7% |
| YTD | +16.9% | +57.1% | -40.2% | +9.4% |
| All | +23.9% | +45.9% | -22.0% | +17.6% |
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 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