-52.6%
ALB vs LTH
+183.0%
-235.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +9.5% | +7.0% | +2.4% | +7.4% |
| 30D | -2.1% | +15.4% | -17.6% | -6.1% |
| 3M | -24.1% | +7.0% | -31.2% | -25.8% |
| 6M | -51.0% | +46.9% | -97.9% | -56.7% |
| YTD | -29.3% | +76.4% | -105.7% | -41.9% |
| 1Y | +3.2% | +83.7% | -80.6% | -16.5% |
| 3Y | -9.3% | +248.9% | -258.2% | -43.1% |
| 5Y | -61.6% | +141.8% | -203.5% | -76.1% |
| All | -52.6% | +183.0% | -235.6% | -70.2% |
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