+69.0%
V vs LTH
+160.9%
-91.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +2.0% | -4.6% | +6.6% | +2.7% |
| 3M | +17.4% | +32.8% | -15.4% | +11.9% |
| 6M | +17.5% | +64.6% | -47.1% | +7.4% |
| YTD | +7.6% | +62.6% | -55.1% | -1.5% |
| 1Y | +7.7% | +49.9% | -42.2% | -0.2% |
| 3Y | +54.7% | +151.3% | -96.7% | +28.7% |
| All | +69.0% | +160.9% | -91.9% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling