+16.7%
U vs LTH
+85.5%
-68.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +24.4% | +6.4% | +18.0% | +23.3% |
| 30D | +7.4% | +16.7% | -9.4% | +5.2% |
| 3M | +16.8% | +11.7% | +5.1% | +15.1% |
| 6M | +78.8% | +48.5% | +30.3% | +64.3% |
| YTD | +14.0% | +78.4% | -64.4% | +2.6% |
| 1Y | +16.7% | +89.7% | -73.0% | +5.7% |
| All | +16.7% | +85.5% | -68.8% | +5.7% |
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 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