-65.0%
S vs LTH
+160.9%
-225.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -7.7% | -0.6% | -7.1% | -7.6% |
| 30D | -5.3% | -4.6% | -0.7% | -3.8% |
| 3M | +20.3% | +32.8% | -12.5% | +6.3% |
| 6M | +47.4% | +64.6% | -17.3% | +16.3% |
| YTD | +32.5% | +62.6% | -30.1% | +4.9% |
| 1Y | +9.5% | +49.9% | -40.4% | -10.6% |
| 3Y | +15.5% | +151.3% | -135.8% | -28.5% |
| All | -65.0% | +160.9% | -225.9% | -81.0% |
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