-31.6%
TROW vs LTH
+150.3%
-181.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | 0.0% |
| 7D | -3.0% | -3.7% | +0.7% | -1.9% |
| 30D | -5.5% | -5.3% | -0.1% | -4.0% |
| 3M | +2.3% | +24.2% | -21.9% | -4.5% |
| 6M | +23.9% | +54.8% | -30.9% | +7.3% |
| YTD | +7.9% | +56.1% | -48.2% | -7.1% |
| 1Y | +6.1% | +45.5% | -39.4% | -6.9% |
| 3Y | +13.8% | +155.9% | -142.1% | -19.8% |
| All | -31.6% | +150.3% | -181.9% | -55.2% |
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