-62.3%
XYZ vs LTH
+145.7%
-208.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -4.0% |
| 7D | +12.6% | +6.4% | +6.2% | +9.1% |
| 30D | +10.8% | +16.7% | -5.9% | +1.8% |
| 3M | +8.4% | +11.7% | -3.3% | +1.6% |
| 6M | +14.3% | +48.5% | -34.2% | -8.8% |
| YTD | +31.5% | +78.4% | -46.9% | -7.3% |
| 1Y | +28.1% | +89.7% | -61.6% | -12.9% |
| 3Y | +66.2% | +245.6% | -179.5% | -28.4% |
| 5Y | -62.3% | +142.7% | -205.0% | -84.2% |
| All | -62.3% | +145.7% | -208.0% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling