-3.1%
TSCO vs LTH
+160.9%
-164.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +5.5% | -4.6% | +10.0% | +6.2% |
| 3M | +20.0% | +32.8% | -12.9% | +14.1% |
| 6M | -29.8% | +64.6% | -94.4% | -35.9% |
| YTD | -28.7% | +62.6% | -91.3% | -34.8% |
| 1Y | -40.9% | +49.9% | -90.9% | -45.3% |
| 3Y | -15.9% | +151.3% | -167.3% | -30.3% |
| All | -3.1% | +160.9% | -164.0% | -22.7% |
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