-18.3%
TE vs LTH
+159.1%
-177.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.8% | +11.8% | +10.8% |
| 7D | +18.2% | +1.5% | +16.7% | +17.2% |
| 30D | -13.5% | -3.1% | -10.4% | -12.4% |
| 3M | -44.6% | +28.1% | -72.7% | -52.1% |
| 6M | -24.7% | +67.4% | -92.1% | -44.3% |
| YTD | -24.3% | +59.8% | -84.0% | -42.8% |
| 1Y | +155.6% | +45.6% | +110.0% | +102.8% |
| 3Y | -18.3% | +162.0% | -180.3% | -55.9% |
| All | -18.3% | +159.1% | -177.4% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling