+581.1%
AU vs LTH
+150.5%
+430.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.3% | -4.0% | -0.3% | -3.8% |
| 30D | +7.3% | -5.3% | +12.6% | +7.9% |
| 3M | +26.3% | +19.0% | +7.3% | +23.6% |
| 6M | +1.8% | +55.8% | -54.0% | -3.4% |
| YTD | +26.8% | +56.1% | -29.3% | +20.2% |
| 1Y | +66.7% | +41.3% | +25.4% | +59.5% |
| 3Y | +579.1% | +156.6% | +422.4% | +496.8% |
| All | +581.1% | +150.5% | +430.6% | +443.3% |
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