+238.5%
TER vs LTH
+152.2%
+86.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +0.6% | -0.6% | +1.3% | +0.8% |
| 30D | -8.3% | -4.6% | -3.7% | -6.8% |
| 3M | -12.2% | +32.8% | -45.0% | -21.3% |
| 6M | +17.1% | +64.6% | -47.6% | -2.6% |
| YTD | +84.7% | +62.6% | +22.0% | +53.4% |
| 1Y | +199.9% | +49.9% | +150.0% | +155.4% |
| All | +238.5% | +152.2% | +86.3% | +142.1% |
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 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