+263.3%
TPR vs LTH
+160.9%
+102.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | -23.0% | -4.6% | -18.4% | -22.0% |
| 3M | -12.5% | +32.8% | -45.3% | -20.7% |
| 6M | -21.4% | +64.6% | -86.1% | -34.1% |
| YTD | -3.5% | +62.6% | -66.2% | -19.0% |
| 1Y | +17.4% | +49.9% | -32.6% | +0.9% |
| 3Y | +291.3% | +151.3% | +139.9% | +175.1% |
| All | +263.3% | +160.9% | +102.4% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling