-1.6%
ABT vs LTH
+152.0%
-153.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -4.7% | -4.0% | -0.7% | -4.3% |
| 30D | -3.1% | -1.7% | -1.4% | -2.9% |
| 3M | +16.1% | +28.0% | -11.8% | +12.8% |
| 6M | -5.3% | +54.1% | -59.4% | -10.5% |
| YTD | -14.4% | +57.1% | -71.5% | -19.5% |
| 1Y | -18.4% | +45.8% | -64.2% | -22.6% |
| 3Y | +11.2% | +157.6% | -146.4% | -4.1% |
| All | -1.6% | +152.0% | -153.6% | -20.1% |
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