+51.3%
TEL vs LTH
+156.3%
-105.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | +0.1% | +28.1% | -28.0% | -5.5% |
| 6M | +0.4% | +67.4% | -67.0% | -10.9% |
| YTD | -8.9% | +59.8% | -68.7% | -18.5% |
| 1Y | -0.3% | +45.6% | -45.9% | -9.2% |
| 3Y | +67.6% | +162.0% | -94.4% | +30.6% |
| All | +51.3% | +156.3% | -105.0% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling