+57.8%
T vs LTH
+137.1%
-79.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | +2.5% | -1.3% | +3.8% | +2.6% |
| 30D | -3.8% | +15.7% | -19.4% | -4.9% |
| 3M | -8.7% | +5.0% | -13.7% | -9.2% |
| 6M | -8.1% | +37.7% | -45.8% | -10.6% |
| YTD | -6.4% | +75.0% | -81.5% | -11.2% |
| 1Y | -9.8% | +82.6% | -92.4% | -14.7% |
| 3Y | +65.5% | +241.3% | -175.8% | +43.5% |
| All | +57.8% | +137.1% | -79.3% | +31.4% |
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 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