+16.9%
TPR vs LTH
+54.1%
-37.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.7% | -0.6% | -2.0% | -2.5% |
| 30D | -23.3% | -4.6% | -18.7% | -22.4% |
| 3M | -12.8% | +32.8% | -45.6% | -19.6% |
| 6M | -21.7% | +64.6% | -86.4% | -31.3% |
| YTD | -3.9% | +62.6% | -66.5% | -15.7% |
| 1Y | +16.9% | +49.9% | -33.0% | +3.8% |
| All | +16.9% | +54.1% | -37.2% | +3.8% |
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