+130.8%
ALL vs LTH
+186.2%
-55.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.8% |
| 7D | -0.1% | +6.4% | -6.5% | -0.7% |
| 30D | +13.8% | +16.7% | -2.9% | +12.2% |
| 3M | -2.8% | +11.7% | -14.4% | -3.8% |
| 6M | +23.7% | +48.5% | -24.8% | +19.0% |
| YTD | +27.3% | +78.4% | -51.1% | +20.0% |
| 1Y | +30.5% | +89.7% | -59.1% | +22.3% |
| 3Y | +113.0% | +245.6% | -132.6% | +88.4% |
| 5Y | +157.6% | +142.7% | +14.9% | +124.2% |
| All | +130.8% | +186.2% | -55.4% | +105.4% |
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