-45.3%
TE vs LTH
+79.8%
-125.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.2% |
| 7D | -19.1% | -1.3% | -17.8% | -19.0% |
| 30D | -34.1% | +15.7% | -49.8% | -34.7% |
| 3M | -60.1% | +5.0% | -65.1% | -60.2% |
| 6M | -66.0% | +37.7% | -103.6% | -68.7% |
| YTD | -71.4% | +75.0% | -146.4% | -74.6% |
| 1Y | -45.3% | +82.6% | -127.9% | -52.2% |
| All | -45.3% | +79.8% | -125.0% | -52.2% |
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