-79.1%
RUN vs LTH
+156.3%
-235.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.7% |
| 7D | +10.2% | +1.5% | +8.6% | +9.3% |
| 30D | -9.6% | -3.1% | -6.5% | -8.2% |
| 3M | -31.5% | +28.1% | -59.6% | -40.6% |
| 6M | -18.7% | +67.4% | -86.1% | -41.0% |
| YTD | -49.9% | +59.8% | -109.7% | -62.4% |
| 1Y | -45.5% | +45.6% | -91.1% | -57.2% |
| 3Y | -34.1% | +162.0% | -196.1% | -67.7% |
| All | -79.1% | +156.3% | -235.4% | -90.2% |
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