+18.1%
A vs LTH
+186.8%
-168.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +3.3% | +17.7% | -14.4% | -0.4% |
| 3M | +18.5% | +8.5% | +10.1% | +16.1% |
| 6M | +59.3% | +46.9% | +12.4% | +45.3% |
| YTD | +31.0% | +78.8% | -47.8% | +13.5% |
| 1Y | +19.3% | +84.9% | -65.6% | +2.5% |
| 3Y | +66.8% | +246.4% | -179.5% | +22.8% |
| 5Y | +15.5% | +129.6% | -114.1% | -19.0% |
| All | +18.1% | +186.8% | -168.7% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling