+67.6%
TEL vs LTH
+159.1%
-91.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -1.4% | +1.5% | -3.0% | -1.8% |
| 30D | -4.9% | -3.1% | -1.8% | -4.4% |
| 3M | +0.1% | +28.1% | -28.0% | -4.7% |
| 6M | +0.4% | +67.4% | -67.0% | -9.2% |
| YTD | -8.9% | +59.8% | -68.7% | -17.1% |
| 1Y | -0.3% | +45.6% | -45.9% | -7.9% |
| 3Y | +67.6% | +162.0% | -94.4% | +44.7% |
| All | +67.6% | +159.1% | -91.5% | +44.7% |
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