+140.1%
B vs LTH
+186.8%
-46.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | +0.3% | -2.9% | -2.7% |
| 30D | -4.3% | +17.7% | -22.0% | -5.9% |
| 3M | -2.3% | +8.5% | -10.8% | -3.2% |
| 6M | -16.2% | +46.9% | -63.2% | -19.7% |
| YTD | -8.8% | +78.8% | -87.6% | -14.4% |
| 1Y | +11.4% | +84.9% | -73.5% | +4.2% |
| 3Y | +174.3% | +246.4% | -72.1% | +140.4% |
| 5Y | +116.2% | +129.6% | -13.4% | +85.1% |
| All | +140.1% | +186.8% | -46.7% | +97.2% |
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