-11.4%
TEAM vs LTH
+268.4%
-279.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.3% | -14.8% | -15.8% |
| 7D | -19.8% | +4.5% | -24.3% | -20.7% |
| 30D | -21.5% | +16.3% | -37.9% | -24.6% |
| 3M | +39.5% | +8.4% | +31.1% | +36.2% |
| 6M | +73.1% | +40.3% | +32.8% | +57.8% |
| YTD | -5.2% | +77.3% | -82.5% | -20.6% |
| 1Y | -1.6% | +88.0% | -89.5% | -19.4% |
| 3Y | -11.4% | +274.3% | -285.7% | -43.4% |
| All | -11.4% | +268.4% | -279.9% | -43.4% |
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 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