-30.1%
TROW vs LTH
+160.9%
-191.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -4.5% | -4.6% | +0.1% | -3.3% |
| 3M | +3.9% | +32.8% | -28.9% | -4.9% |
| 6M | +22.6% | +64.6% | -42.1% | +4.1% |
| YTD | +10.1% | +62.6% | -52.5% | -6.3% |
| 1Y | +3.6% | +49.9% | -46.4% | -9.9% |
| 3Y | +12.4% | +151.3% | -138.9% | -20.2% |
| All | -30.1% | +160.9% | -191.0% | -54.8% |
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 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