+503.7%
ASX vs LTH
+183.0%
+320.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.1% | +8.7% |
| 7D | -12.3% | +7.0% | -19.3% | -13.7% |
| 30D | -26.0% | +15.4% | -41.4% | -28.5% |
| 3M | -8.1% | +7.0% | -15.1% | -9.9% |
| 6M | +1.4% | +46.9% | -45.5% | -8.3% |
| YTD | +115.6% | +76.4% | +39.2% | +85.3% |
| 1Y | +128.0% | +83.7% | +44.3% | +93.8% |
| 3Y | +371.4% | +248.9% | +122.5% | +235.9% |
| 5Y | +469.4% | +141.8% | +327.6% | +284.1% |
| All | +503.7% | +183.0% | +320.7% | +299.0% |
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