+65.4%
T vs LTH
+160.9%
-95.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | -0.6% | -0.6% | -1.2% |
| 30D | +11.4% | -4.6% | +16.0% | +11.7% |
| 3M | +14.3% | +32.8% | -18.5% | +11.6% |
| 6M | -9.3% | +64.6% | -73.9% | -13.2% |
| YTD | +7.1% | +62.6% | -55.5% | +2.4% |
| 1Y | -9.1% | +49.9% | -59.0% | -12.5% |
| 3Y | +105.3% | +151.3% | -46.0% | +83.5% |
| All | +65.4% | +160.9% | -95.5% | +38.7% |
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