-58.9%
W vs LTH
+152.0%
-210.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +1.2% |
| 7D | +5.9% | -4.0% | +9.9% | +8.6% |
| 30D | -3.0% | -1.7% | -1.4% | -2.3% |
| 3M | +40.3% | +28.0% | +12.4% | +20.3% |
| 6M | +32.2% | +54.1% | -21.8% | -1.2% |
| YTD | -0.3% | +57.1% | -57.4% | -26.8% |
| 1Y | +16.2% | +45.8% | -29.6% | -11.4% |
| 3Y | +40.7% | +157.6% | -116.8% | -29.8% |
| All | -58.9% | +152.0% | -210.8% | -81.4% |
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