+73.5%
XYZ vs LTH
+240.3%
-166.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +14.9% | +7.0% | +7.9% | +12.1% |
| 30D | +14.7% | +15.4% | -0.8% | +8.5% |
| 3M | +12.1% | +7.0% | +5.1% | +9.0% |
| 6M | +18.3% | +46.9% | -28.5% | +1.7% |
| YTD | +36.1% | +76.4% | -40.4% | +7.6% |
| 1Y | +35.3% | +83.7% | -48.4% | +5.1% |
| 3Y | +73.5% | +248.9% | -175.4% | -0.8% |
| All | +73.5% | +240.3% | -166.8% | -0.8% |
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 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