+119.6%
RF vs LTH
+240.3%
-120.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -0.1% | +7.0% | -7.1% | -1.8% |
| 30D | +7.0% | +15.4% | -8.4% | +3.2% |
| 3M | -7.0% | +7.0% | -14.1% | -8.8% |
| 6M | +6.8% | +46.9% | -40.1% | -3.3% |
| YTD | +9.9% | +76.4% | -66.5% | -5.8% |
| 1Y | +21.1% | +83.7% | -62.6% | +2.6% |
| 3Y | +119.6% | +248.9% | -129.3% | +48.8% |
| All | +119.6% | +240.3% | -120.7% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling