+2.1%
ABT vs LTH
+180.7%
-178.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +6.0% | +15.7% | -9.6% | +4.2% |
| 3M | -1.9% | +5.0% | -6.9% | -2.5% |
| 6M | +31.2% | +37.7% | -6.5% | +26.0% |
| YTD | -11.2% | +75.0% | -86.3% | -17.6% |
| 1Y | -14.0% | +82.6% | -96.6% | -20.6% |
| 3Y | +20.7% | +241.3% | -220.6% | +0.6% |
| 5Y | -6.7% | +135.4% | -142.1% | -25.7% |
| All | +2.1% | +180.7% | -178.7% | -18.2% |
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 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