-19.9%
TGT vs LTH
+152.0%
-171.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.9% |
| 7D | -3.6% | -4.0% | +0.4% | -2.8% |
| 30D | +4.4% | -1.7% | +6.1% | +4.7% |
| 3M | +25.4% | +28.0% | -2.6% | +19.3% |
| 6M | +33.4% | +54.1% | -20.7% | +21.7% |
| YTD | +65.6% | +57.1% | +8.5% | +50.2% |
| 1Y | +80.3% | +45.8% | +34.5% | +65.7% |
| 3Y | +42.1% | +157.6% | -115.4% | +13.8% |
| All | -19.9% | +152.0% | -171.9% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling