-2.0%
TEAM vs LTH
+85.4%
-87.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -19.7% | +0.3% | -20.0% | -19.7% |
| 30D | -26.6% | +17.7% | -44.3% | -26.6% |
| 3M | -1.1% | +8.5% | -9.5% | -1.1% |
| 6M | +74.6% | +46.9% | +27.7% | +78.3% |
| YTD | -6.0% | +78.8% | -84.8% | -5.7% |
| All | -2.0% | +85.4% | -87.4% | -2.4% |
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 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