+46.8%
TGT vs LTH
+159.1%
-112.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -0.6% | +1.5% | -2.2% | -0.9% |
| 30D | +9.5% | -3.1% | +12.6% | +10.1% |
| 3M | +32.3% | +28.1% | +4.1% | +26.3% |
| 6M | +37.0% | +67.4% | -30.4% | +24.0% |
| YTD | +71.0% | +59.8% | +11.3% | +56.0% |
| 1Y | +85.0% | +45.6% | +39.4% | +71.3% |
| 3Y | +46.8% | +162.0% | -115.2% | +20.1% |
| All | +46.8% | +159.1% | -112.3% | +20.1% |
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