+20.7%
XYZ vs LTH
+84.0%
-63.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.3% | +9.0% | +13.2% |
| 7D | +16.5% | +9.9% | +6.7% | +13.3% |
| 30D | +15.0% | +18.3% | -3.3% | +9.3% |
| 3M | +3.5% | +5.9% | -2.4% | +1.7% |
| 6M | +21.9% | +80.3% | -58.4% | +1.7% |
| YTD | +34.6% | +78.3% | -43.7% | +14.4% |
| 1Y | +20.7% | +81.0% | -60.3% | +1.6% |
| All | +20.7% | +84.0% | -63.3% | +1.6% |
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 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