+63.4%
ADP vs LTH
+184.4%
-121.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +3.2% | +4.5% | -1.2% | +2.5% |
| 30D | +14.9% | +16.3% | -1.4% | +12.2% |
| 3M | +11.6% | +8.4% | +3.2% | +10.0% |
| 6M | +48.5% | +40.3% | +8.2% | +40.3% |
| YTD | +20.6% | +77.3% | -56.7% | +8.9% |
| 1Y | +23.7% | +88.0% | -64.3% | +10.5% |
| 3Y | +47.8% | +274.3% | -226.5% | +15.0% |
| 5Y | +47.7% | +142.9% | -95.2% | +14.3% |
| All | +63.4% | +184.4% | -121.0% | +25.9% |
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