-14.3%
TEAM vs LTH
+241.8%
-256.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | -26.7% | +15.7% | -42.4% | -29.5% |
| 3M | -9.6% | +5.0% | -14.6% | -11.1% |
| 6M | +86.0% | +37.7% | +48.4% | +70.9% |
| YTD | -7.5% | +75.0% | -82.5% | -22.1% |
| 1Y | -1.4% | +82.6% | -84.0% | -18.3% |
| 3Y | -14.3% | +241.3% | -255.6% | -42.2% |
| All | -14.3% | +241.8% | -256.1% | -42.2% |
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 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