+234.9%
TPR vs LTH
+137.1%
+97.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.9% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | +15.1% | +15.7% | -0.6% | +9.6% |
| 3M | +3.5% | +5.0% | -1.5% | +1.6% |
| 6M | +0.4% | +37.7% | -37.2% | -10.4% |
| YTD | +4.6% | +75.0% | -70.4% | -14.5% |
| 1Y | +33.1% | +82.6% | -49.5% | +7.1% |
| 3Y | +396.0% | +241.3% | +154.7% | +216.6% |
| All | +234.9% | +137.1% | +97.8% | +108.8% |
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 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