-54.2%
W vs LTH
+142.9%
-197.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.6% |
| 7D | -3.6% | +4.5% | -8.1% | -6.1% |
| 30D | +7.0% | +16.3% | -9.4% | -2.7% |
| 3M | +7.4% | +8.4% | -1.0% | +1.2% |
| 6M | +69.3% | +40.3% | +29.0% | +35.1% |
| YTD | +11.3% | +77.3% | -66.0% | -25.3% |
| 1Y | +13.2% | +88.0% | -74.7% | -26.8% |
| 3Y | +142.0% | +274.3% | -132.2% | -7.6% |
| All | -54.2% | +142.9% | -197.1% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling