-54.1%
ALB vs LTH
+186.8%
-240.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -2.6% | +17.7% | -20.3% | -7.0% |
| 3M | -25.6% | +8.5% | -34.0% | -27.4% |
| 6M | -54.0% | +46.9% | -101.0% | -59.4% |
| YTD | -31.6% | +78.8% | -110.4% | -44.0% |
| 1Y | -6.6% | +84.9% | -91.5% | -24.4% |
| 3Y | -14.0% | +246.4% | -260.4% | -45.9% |
| 5Y | -62.5% | +129.6% | -192.1% | -76.8% |
| All | -54.1% | +186.8% | -240.9% | -71.2% |
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