+36.1%
TPR vs LTH
+84.4%
-48.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +14.2% | +4.5% | +9.7% | +12.8% |
| 30D | +17.1% | +16.3% | +0.7% | +12.6% |
| 3M | -17.7% | +8.4% | -26.1% | -19.5% |
| 6M | -10.2% | +40.3% | -50.5% | -18.3% |
| YTD | +4.9% | +77.3% | -72.4% | -10.0% |
| 1Y | +36.1% | +88.0% | -51.8% | +15.6% |
| All | +36.1% | +84.4% | -48.3% | +15.6% |
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