+9.6%
U vs LTH
+157.9%
-148.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | +17.5% | -4.6% | +22.0% | +19.3% |
| 3M | +38.7% | +32.8% | +5.9% | +22.0% |
| 6M | +104.4% | +64.6% | +39.8% | +60.3% |
| YTD | -5.7% | +62.6% | -68.3% | -25.5% |
| 1Y | +3.7% | +49.9% | -46.3% | -15.3% |
| All | +9.6% | +157.9% | -148.3% | -32.7% |
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 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