-69.0%
S vs LTH
+137.1%
-206.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.3% |
| 7D | +2.0% | -1.3% | +3.2% | +2.5% |
| 30D | -2.7% | +15.7% | -18.4% | -8.5% |
| 3M | -6.9% | +5.0% | -11.9% | -9.1% |
| 6M | +38.1% | +37.7% | +0.4% | +19.2% |
| YTD | +48.0% | +75.0% | -27.0% | +12.6% |
| 1Y | +34.5% | +82.6% | -48.2% | +0.1% |
| 3Y | +38.3% | +241.3% | -203.0% | -26.8% |
| All | -69.0% | +137.1% | -206.1% | -84.5% |
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