+10.6%
TE vs LTH
+240.3%
-229.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -10.5% | +7.0% | -17.6% | -13.2% |
| 30D | -32.4% | +15.4% | -47.9% | -36.6% |
| 3M | -60.9% | +7.0% | -67.9% | -62.1% |
| 6M | -62.8% | +46.9% | -109.7% | -69.6% |
| YTD | -65.7% | +76.4% | -142.1% | -75.1% |
| 1Y | -39.9% | +83.7% | -123.6% | -57.4% |
| 3Y | +10.6% | +248.9% | -238.3% | -37.6% |
| All | +10.6% | +240.3% | -229.6% | -37.6% |
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