+50.3%
TER vs LTH
+90.2%
-39.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.3% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | -30.8% | +17.7% | -48.5% | -34.2% |
| 3M | -29.9% | +8.5% | -38.4% | -31.5% |
| 6M | -27.5% | +46.9% | -74.4% | -39.3% |
| YTD | +37.5% | +78.8% | -41.3% | +1.8% |
| 1Y | +50.3% | +84.9% | -34.6% | +10.0% |
| All | +50.3% | +90.2% | -39.9% | +10.0% |
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