+445.5%
TTMI vs LTH
+240.3%
+205.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.5% | +13.7% | +13.4% |
| 7D | -1.6% | +7.0% | -8.6% | -3.6% |
| 30D | -37.7% | +15.4% | -53.2% | -40.5% |
| 3M | -45.1% | +7.0% | -52.1% | -46.4% |
| 6M | -52.1% | +46.9% | -99.0% | -58.5% |
| YTD | +9.2% | +76.4% | -67.2% | -12.0% |
| 1Y | +12.9% | +83.7% | -70.8% | -10.2% |
| 3Y | +445.5% | +248.9% | +196.6% | +228.9% |
| All | +445.5% | +240.3% | +205.2% | +228.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling