+27.4%
WMT vs LTH
+84.0%
-56.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.9% | +3.0% |
| 7D | +8.8% | +9.9% | -1.1% | +8.1% |
| 30D | +22.9% | +18.3% | +4.6% | +21.6% |
| 3M | +16.1% | +5.9% | +10.1% | +15.6% |
| 6M | -0.5% | +80.3% | -80.8% | -3.4% |
| YTD | +16.7% | +78.3% | -61.6% | +12.5% |
| 1Y | +27.4% | +81.0% | -53.6% | +22.5% |
| All | +27.4% | +84.0% | -56.7% | +22.5% |
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