-4.3%
RMD vs LTH
+77.7%
-81.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.2% |
| 7D | +0.1% | -4.6% | +4.7% | +0.9% |
| 30D | +1.9% | +14.8% | -12.9% | -0.3% |
| 3M | +6.3% | +3.9% | +2.4% | +5.4% |
| 6M | +18.2% | +35.5% | -17.3% | +12.9% |
| YTD | +0.3% | +71.3% | -71.1% | -8.8% |
| 1Y | -4.3% | +75.7% | -80.0% | -14.0% |
| All | -4.3% | +77.7% | -81.9% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling