-6.4%
T vs LTH
+84.0%
-90.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.3% | +1.9% |
| 7D | +5.5% | +9.9% | -4.4% | +5.2% |
| 30D | -8.9% | +18.3% | -27.2% | -9.3% |
| 3M | -5.6% | +5.9% | -11.5% | -6.0% |
| 6M | -14.3% | +80.3% | -94.6% | -13.9% |
| YTD | -7.9% | +78.3% | -86.2% | -8.2% |
| 1Y | -6.4% | +81.0% | -87.4% | -6.9% |
| All | -6.4% | +84.0% | -90.5% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling