+185.4%
ARM vs LTH
+196.4%
-11.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -10.4% | +6.4% | -16.8% | -12.9% |
| 30D | -31.8% | +16.7% | -48.6% | -36.5% |
| 3M | -32.2% | +11.7% | -43.9% | -35.9% |
| 6M | -14.9% | +48.5% | -63.4% | -31.0% |
| YTD | +66.0% | +78.4% | -12.4% | +22.9% |
| 1Y | +17.2% | +89.7% | -72.5% | -16.1% |
| 3Y | +247.2% | +245.6% | +1.6% | +88.8% |
| All | +185.4% | +196.4% | -11.0% | +64.0% |
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