-53.9%
RUN vs LTH
+84.0%
-137.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.1% | -0.7% |
| 7D | +18.5% | +9.9% | +8.6% | +14.8% |
| 30D | +15.5% | +18.3% | -2.8% | +9.0% |
| 3M | -20.3% | +5.9% | -26.3% | -21.8% |
| 6M | -30.8% | +80.3% | -111.1% | -45.8% |
| YTD | -52.2% | +78.3% | -130.5% | -61.4% |
| 1Y | -53.9% | +81.0% | -134.9% | -63.0% |
| All | -53.9% | +84.0% | -137.9% | -63.0% |
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