-66.8%
XYZ vs LTH
+160.9%
-227.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | -0.6% | -0.3% | -0.6% |
| 30D | -1.7% | -4.6% | +2.9% | +0.7% |
| 3M | +16.7% | +32.8% | -16.1% | -0.1% |
| 6M | +26.9% | +64.6% | -37.8% | -5.5% |
| YTD | +27.1% | +62.6% | -35.5% | -4.9% |
| 1Y | +9.3% | +49.9% | -40.7% | -15.0% |
| 3Y | +42.3% | +151.3% | -109.1% | -24.8% |
| All | -66.8% | +160.9% | -227.7% | -85.0% |
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