-69.7%
RAM vs LTH
+24.7%
-94.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.3% | -16.7% | -4.2% |
| 7D | -31.3% | +9.9% | -41.1% | -23.8% |
| 30D | -49.4% | +18.3% | -67.7% | -39.2% |
| 3M | -41.4% | +5.9% | -47.3% | -39.6% |
| All | -69.7% | +24.7% | -94.4% | -64.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling