+103.1%
QQQ vs LTH
+152.0%
-48.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +1.0% | -4.0% | +5.0% | +1.9% |
| 30D | -0.6% | -1.7% | +1.0% | -0.4% |
| 3M | +1.3% | +28.0% | -26.7% | -4.6% |
| 6M | +18.1% | +54.1% | -35.9% | +5.9% |
| YTD | +16.9% | +57.1% | -40.2% | +4.0% |
| 1Y | +24.0% | +45.8% | -21.8% | +12.0% |
| 3Y | +95.6% | +157.6% | -61.9% | +50.8% |
| All | +103.1% | +152.0% | -48.8% | +46.0% |
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