+82.2%
TEL vs LTH
+234.6%
-152.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.1% |
| 7D | +5.6% | -4.6% | +10.2% | +6.5% |
| 30D | +0.9% | +14.8% | -13.9% | -1.9% |
| 3M | +2.1% | +3.9% | -1.8% | +1.1% |
| 6M | +2.7% | +35.5% | -32.8% | -3.7% |
| YTD | -3.2% | +71.3% | -74.5% | -13.7% |
| 1Y | -10.6% | +75.7% | -86.3% | -20.7% |
| All | +82.2% | +234.6% | -152.4% | +46.8% |
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