+78.5%
TGT vs LTH
+45.0%
+33.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -5.0% | -3.7% | -1.3% | -4.4% |
| 30D | +3.0% | -5.3% | +8.4% | +4.1% |
| 3M | +22.6% | +24.2% | -1.6% | +18.2% |
| 6M | +31.2% | +54.8% | -23.6% | +21.9% |
| YTD | +63.7% | +56.1% | +7.6% | +52.3% |
| 1Y | +78.5% | +45.5% | +32.9% | +66.2% |
| All | +78.5% | +45.0% | +33.5% | +66.2% |
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