+43.2%
TER vs LTH
+84.0%
-40.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.3% | -13.1% | -8.3% |
| 7D | -19.9% | +9.9% | -29.7% | -21.8% |
| 30D | -43.5% | +18.3% | -61.8% | -46.1% |
| 3M | -37.8% | +5.9% | -43.7% | -38.5% |
| 6M | -25.6% | +80.3% | -105.9% | -41.1% |
| YTD | +29.8% | +78.3% | -48.5% | +0.7% |
| 1Y | +43.2% | +81.0% | -37.8% | +11.1% |
| All | +43.2% | +84.0% | -40.9% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling