+60.7%
ROKU vs LTH
+45.2%
+15.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | -4.0% | +3.6% | +0.3% |
| 30D | +2.1% | -5.3% | +7.4% | +3.0% |
| 3M | +29.5% | +19.0% | +10.5% | +24.9% |
| 6M | +53.8% | +55.8% | -2.0% | +39.1% |
| YTD | +42.8% | +56.1% | -13.3% | +29.3% |
| 1Y | +60.7% | +41.3% | +19.5% | +52.1% |
| All | +60.7% | +45.2% | +15.6% | +52.1% |
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 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