+6.2%
WMT vs LTH
+45.0%
-38.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -2.5% | -3.7% | +1.3% | -2.2% |
| 30D | -6.4% | -5.3% | -1.1% | -6.1% |
| 3M | -12.1% | +24.2% | -36.3% | -13.1% |
| 6M | -15.0% | +54.8% | -69.8% | -17.4% |
| YTD | -4.5% | +56.1% | -60.6% | -7.7% |
| 1Y | +6.2% | +45.5% | -39.4% | +2.8% |
| All | +6.2% | +45.0% | -38.8% | +2.8% |
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