+18.4%
U vs LTH
+84.0%
-65.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +4.4% |
| 7D | +7.5% | +9.9% | -2.4% | +6.7% |
| 30D | -7.0% | +18.3% | -25.3% | -8.2% |
| 3M | +20.6% | +5.9% | +14.6% | +19.9% |
| 6M | +53.2% | +80.3% | -27.2% | +38.9% |
| YTD | -3.9% | +78.3% | -82.2% | -7.8% |
| 1Y | +18.4% | +81.0% | -62.6% | +14.9% |
| All | +18.4% | +84.0% | -65.7% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling