+776.8%
RVMD vs LTH
+241.8%
+535.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.7% |
| 7D | -10.4% | -1.3% | -9.1% | -10.2% |
| 30D | -11.0% | +15.7% | -26.6% | -13.6% |
| 3M | -14.7% | +5.0% | -19.7% | -15.7% |
| 6M | +14.9% | +37.7% | -22.8% | +7.1% |
| YTD | +116.3% | +75.0% | +41.3% | +90.1% |
| 1Y | +167.6% | +82.6% | +85.0% | +132.7% |
| 3Y | +776.8% | +241.3% | +535.5% | +581.9% |
| All | +776.8% | +241.8% | +535.0% | +581.9% |
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