+43.7%
RF vs LTH
+155.3%
-111.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -1.6% | +5.3% | -6.9% | -2.9% |
| 30D | +5.0% | +18.3% | -13.2% | +0.6% |
| 3M | -10.0% | +5.4% | -15.4% | -11.4% |
| 6M | +3.3% | +62.5% | -59.2% | -9.2% |
| YTD | +7.9% | +79.6% | -71.7% | -8.1% |
| 1Y | +21.2% | +88.1% | -66.9% | +1.9% |
| 3Y | +105.8% | +272.5% | -166.7% | +41.2% |
| 5Y | +43.7% | +146.1% | -102.4% | +1.1% |
| All | +43.7% | +155.3% | -111.6% | +1.1% |
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