-40.4%
TOST vs LTH
+155.3%
-195.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +11.6% | +5.3% | +6.3% | +8.9% |
| 30D | +16.2% | +18.3% | -2.0% | +7.2% |
| 3M | +1.0% | +5.4% | -4.4% | -2.0% |
| 6M | +23.2% | +62.5% | -39.3% | -4.1% |
| YTD | -1.0% | +79.6% | -80.6% | -27.7% |
| 1Y | -9.9% | +88.1% | -98.0% | -35.8% |
| 3Y | +101.0% | +272.5% | -171.4% | -7.6% |
| 5Y | -40.4% | +146.1% | -186.5% | -71.9% |
| All | -40.4% | +155.3% | -195.8% | -71.9% |
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