+69.1%
ACWI vs LTH
+186.8%
-117.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | -2.0% | +17.7% | -19.7% | -4.8% |
| 3M | -2.2% | +8.5% | -10.6% | -3.7% |
| 6M | +1.9% | +46.9% | -45.1% | -5.2% |
| YTD | +12.0% | +78.8% | -66.8% | +0.1% |
| 1Y | +12.5% | +84.9% | -72.4% | 0.0% |
| 3Y | +75.4% | +246.4% | -171.0% | +37.3% |
| 5Y | +61.5% | +129.6% | -68.1% | +22.8% |
| All | +69.1% | +186.8% | -117.7% | +28.5% |
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