+50.9%
ALLE vs LTH
+184.4%
-133.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -0.6% | +4.5% | -5.0% | -1.5% |
| 30D | +25.3% | +16.3% | +9.0% | +21.4% |
| 3M | +10.3% | +8.4% | +1.9% | +8.3% |
| 6M | +38.0% | +40.3% | -2.2% | +28.2% |
| YTD | +17.8% | +77.3% | -59.5% | +3.5% |
| 1Y | +13.6% | +88.0% | -74.4% | -1.4% |
| 3Y | +89.2% | +274.3% | -185.1% | +36.9% |
| 5Y | +51.1% | +142.9% | -91.8% | +7.9% |
| All | +50.9% | +184.4% | -133.5% | +9.5% |
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