+8.7%
RDW vs LTH
+150.5%
-141.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -4.0% | +4.9% | +2.8% |
| 30D | -21.3% | -5.3% | -16.0% | -19.4% |
| 3M | -37.9% | +19.0% | -56.9% | -43.9% |
| 6M | +12.3% | +55.8% | -43.5% | -10.3% |
| YTD | +39.7% | +56.1% | -16.4% | +12.2% |
| 1Y | +25.7% | +41.3% | -15.6% | +5.0% |
| 3Y | +230.8% | +156.6% | +74.2% | +115.3% |
| All | +8.7% | +150.5% | -141.8% | -30.6% |
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 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