+188.2%
WMT vs LTH
+186.8%
+1.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +11.2% | +8.5% | +2.8% | +10.4% |
| 6M | -1.3% | +46.9% | -48.2% | -4.6% |
| YTD | +13.5% | +78.8% | -65.3% | +7.6% |
| 1Y | +22.5% | +84.9% | -62.4% | +15.7% |
| 3Y | +134.1% | +246.4% | -112.2% | +112.6% |
| 5Y | +170.3% | +129.6% | +40.7% | +144.1% |
| All | +188.2% | +186.8% | +1.5% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling