-9.6%
TOST vs LTH
+85.5%
-95.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +3.0% | +6.4% | -3.4% | +2.1% |
| 30D | +10.3% | +16.7% | -6.5% | +7.8% |
| 3M | -3.3% | +11.7% | -15.0% | -4.9% |
| 6M | +37.8% | +48.5% | -10.7% | +32.3% |
| YTD | -2.8% | +78.4% | -81.2% | -9.6% |
| 1Y | -9.6% | +89.7% | -99.3% | -18.1% |
| All | -9.6% | +85.5% | -95.1% | -18.1% |
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 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