0.0%
W vs LTH
+85.5%
-85.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.9% | -4.2% |
| 7D | +1.1% | +6.4% | -5.3% | -1.6% |
| 30D | +6.4% | +16.7% | -10.3% | -0.3% |
| 3M | +9.0% | +11.7% | -2.7% | +3.6% |
| 6M | +69.8% | +48.5% | +21.3% | +42.0% |
| YTD | +12.1% | +78.4% | -66.3% | -14.6% |
| 1Y | 0.0% | +89.7% | -89.7% | -28.2% |
| All | 0.0% | +85.5% | -85.5% | -28.2% |
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