+144.0%
B vs LTH
+186.2%
-42.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.2% | -6.2% |
| 7D | +7.1% | +6.4% | +0.7% | +6.5% |
| 30D | -3.3% | +16.7% | -20.1% | -4.9% |
| 3M | -2.5% | +11.7% | -14.2% | -3.7% |
| 6M | -7.2% | +48.5% | -55.7% | -11.2% |
| YTD | -7.4% | +78.4% | -85.8% | -13.0% |
| 1Y | +16.4% | +89.7% | -73.2% | +8.8% |
| 3Y | +178.7% | +245.6% | -66.9% | +144.3% |
| 5Y | +121.7% | +142.7% | -21.0% | +86.9% |
| All | +144.0% | +186.2% | -42.2% | +100.5% |
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