+149.3%
B vs LTH
+184.4%
-35.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | +9.6% | +4.5% | +5.1% | +9.1% |
| 30D | +3.5% | +16.3% | -12.8% | +1.9% |
| 3M | -1.6% | +8.4% | -10.0% | -2.4% |
| 6M | -1.7% | +40.3% | -41.9% | -5.3% |
| YTD | -5.3% | +77.3% | -82.6% | -11.0% |
| 1Y | +27.2% | +88.0% | -60.7% | +18.9% |
| 3Y | +166.1% | +274.3% | -108.2% | +132.0% |
| 5Y | +136.5% | +142.9% | -6.4% | +99.1% |
| All | +149.3% | +184.4% | -35.0% | +105.0% |
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