-8.1%
COMP vs LTH
+186.2%
-194.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -8.2% |
| 7D | +7.2% | +6.4% | +0.8% | +2.6% |
| 30D | +6.4% | +16.7% | -10.4% | -4.6% |
| 3M | -19.4% | +11.7% | -31.1% | -25.9% |
| 6M | +14.6% | +48.5% | -33.9% | -14.1% |
| YTD | -5.5% | +78.4% | -83.9% | -37.2% |
| 1Y | +13.7% | +89.7% | -76.0% | -27.7% |
| 3Y | +409.7% | +245.6% | +164.1% | +101.9% |
| 5Y | -17.0% | +142.7% | -159.7% | -67.8% |
| All | -8.1% | +186.2% | -194.3% | -63.7% |
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