-79.8%
RUN vs LTH
+160.9%
-240.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +1.3% | -0.6% | +1.9% | +1.7% |
| 30D | -15.3% | -4.6% | -10.7% | -12.9% |
| 3M | -40.0% | +32.8% | -72.8% | -49.0% |
| 6M | -27.0% | +64.6% | -91.6% | -46.4% |
| YTD | -51.7% | +62.6% | -114.3% | -64.1% |
| 1Y | -45.9% | +49.9% | -95.8% | -58.2% |
| 3Y | -43.8% | +151.3% | -195.1% | -71.7% |
| All | -79.8% | +160.9% | -240.7% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling