+77.4%
AR vs LTH
+184.4%
-107.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -14.3% | +4.5% | -18.7% | -14.9% |
| 30D | +1.4% | +16.3% | -14.9% | -1.0% |
| 3M | +3.4% | +8.4% | -5.0% | +1.9% |
| 6M | -2.1% | +40.3% | -42.3% | -7.8% |
| YTD | +4.7% | +77.3% | -72.6% | -6.4% |
| 1Y | +10.6% | +88.0% | -77.4% | -2.4% |
| 3Y | +24.6% | +274.3% | -249.7% | -4.0% |
| 5Y | +71.9% | +142.9% | -71.0% | +33.9% |
| All | +77.4% | +184.4% | -107.0% | +41.7% |
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