+132.0%
WMT vs LTH
+249.2%
-117.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +11.1% | +17.7% | -6.6% | +8.8% |
| 3M | +11.2% | +8.5% | +2.8% | +10.0% |
| 6M | -1.3% | +46.9% | -48.2% | -6.2% |
| YTD | +13.5% | +78.8% | -65.3% | +4.4% |
| 1Y | +22.5% | +84.9% | -62.4% | +12.1% |
| All | +132.0% | +249.2% | -117.1% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling