-51.8%
TEAM vs LTH
+160.9%
-212.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | +67.3% | -4.6% | +71.9% | +70.1% |
| 3M | +86.8% | +32.8% | +54.0% | +65.5% |
| 6M | +146.8% | +64.6% | +82.2% | +94.1% |
| YTD | +16.9% | +62.6% | -45.7% | -7.9% |
| 1Y | +12.8% | +49.9% | -37.2% | -8.3% |
| 3Y | -7.3% | +151.3% | -158.6% | -44.3% |
| All | -51.8% | +160.9% | -212.7% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling