+226.6%
TER vs LTH
+160.9%
+65.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.2% |
| 6M | +17.1% | +64.6% | -47.6% | -2.6% |
| YTD | +84.7% | +62.6% | +22.0% | +53.5% |
| 1Y | +199.9% | +49.9% | +150.0% | +155.4% |
| 3Y | +232.8% | +151.3% | +81.4% | +129.3% |
| All | +226.6% | +160.9% | +65.7% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling