+29.9%
TPR vs LTH
+83.5%
-53.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +12.7% | +7.0% | +5.7% | +10.7% |
| 30D | +17.1% | +15.4% | +1.6% | +12.8% |
| 3M | -15.9% | +7.0% | -22.9% | -17.5% |
| 6M | +2.6% | +46.9% | -44.2% | -8.1% |
| YTD | +7.5% | +76.4% | -68.9% | -7.7% |
| All | +29.9% | +83.5% | -53.5% | +10.8% |
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