+174.6%
ARM vs LTH
+194.5%
-19.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.1% | +5.3% |
| 7D | -15.2% | +4.5% | -19.7% | -17.0% |
| 30D | -40.7% | +16.3% | -57.0% | -44.6% |
| 3M | -39.1% | +8.4% | -47.5% | -41.6% |
| 6M | -26.4% | +40.3% | -66.7% | -38.5% |
| YTD | +59.7% | +77.3% | -17.5% | +18.6% |
| 1Y | +10.3% | +88.0% | -77.6% | -20.8% |
| 3Y | +228.9% | +274.3% | -45.4% | +74.0% |
| All | +174.6% | +194.5% | -19.9% | +58.2% |
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