+124.3%
ALL vs LTH
+183.0%
-58.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.9% | +7.0% | -10.9% | -4.5% |
| 30D | +10.6% | +15.4% | -4.8% | +9.1% |
| 3M | -4.6% | +7.0% | -11.6% | -5.2% |
| 6M | +20.2% | +46.9% | -26.7% | +15.8% |
| YTD | +23.7% | +76.4% | -52.7% | +16.7% |
| 1Y | +27.9% | +83.7% | -55.9% | +20.1% |
| 3Y | +109.2% | +248.9% | -139.7% | +84.9% |
| 5Y | +148.0% | +141.8% | +6.2% | +116.3% |
| All | +124.3% | +183.0% | -58.7% | +99.8% |
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