+68.5%
TGT vs LTH
+234.6%
-166.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.3% |
| 7D | +2.6% | -4.6% | +7.2% | +3.5% |
| 30D | +6.6% | +14.8% | -8.2% | +3.7% |
| 3M | +5.2% | +3.9% | +1.3% | +4.3% |
| 6M | +35.3% | +35.5% | -0.2% | +27.1% |
| YTD | +70.3% | +71.3% | -1.0% | +52.0% |
| 1Y | +81.2% | +75.7% | +5.5% | +60.6% |
| All | +68.5% | +234.6% | -166.1% | +33.8% |
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