+50.0%
RIG vs LTH
+156.3%
-106.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.2% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | +9.5% | -3.1% | +12.6% | +10.1% |
| 3M | -6.6% | +28.1% | -34.8% | -11.7% |
| 6M | -2.9% | +67.4% | -70.3% | -14.2% |
| YTD | +39.5% | +59.8% | -20.3% | +24.4% |
| 1Y | +82.3% | +45.6% | +36.7% | +65.7% |
| 3Y | -29.6% | +162.0% | -191.6% | -47.1% |
| All | +50.0% | +156.3% | -106.3% | +10.4% |
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