+545.5%
RVMD vs LTH
+159.1%
+386.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | -1.2% | +1.5% | -2.7% | -1.6% |
| 30D | +1.1% | -3.1% | +4.1% | +1.7% |
| 3M | +39.6% | +28.1% | +11.5% | +31.7% |
| 6M | +110.7% | +67.4% | +43.3% | +85.5% |
| YTD | +160.3% | +59.8% | +100.5% | +131.2% |
| 1Y | +404.9% | +45.6% | +359.3% | +358.4% |
| 3Y | +545.5% | +162.0% | +383.5% | +385.4% |
| All | +545.5% | +159.1% | +386.3% | +385.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling