-31.5%
TLT vs LTH
+160.9%
-192.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | -0.6% | -4.6% | +4.0% | -0.3% |
| 3M | -2.7% | +32.8% | -35.5% | -4.3% |
| 6M | -5.6% | +64.6% | -70.2% | -8.4% |
| YTD | -2.8% | +62.6% | -65.4% | -5.6% |
| 1Y | -1.4% | +49.9% | -51.4% | -3.9% |
| 3Y | -1.6% | +151.3% | -152.9% | -8.3% |
| All | -31.5% | +160.9% | -192.3% | -38.1% |
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 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