+19.2%
U vs LTH
+83.5%
-64.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +32.3% | +7.0% | +25.3% | +31.2% |
| 30D | +9.7% | +15.4% | -5.7% | +7.7% |
| 3M | +19.6% | +7.0% | +12.6% | +18.6% |
| 6M | +82.6% | +46.9% | +35.8% | +68.1% |
| YTD | +16.4% | +76.4% | -60.0% | +5.0% |
| All | +19.2% | +83.5% | -64.2% | +8.2% |
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