-6.1%
COMP vs LTH
+184.4%
-190.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +12.1% | +11.6% |
| 7D | +13.4% | +4.5% | +9.0% | +9.9% |
| 30D | +11.1% | +16.3% | -5.2% | -0.1% |
| 3M | -18.8% | +8.4% | -27.2% | -23.8% |
| 6M | +10.5% | +40.3% | -29.8% | -13.7% |
| YTD | -3.4% | +77.3% | -80.7% | -35.5% |
| 1Y | +19.7% | +88.0% | -68.3% | -23.4% |
| 3Y | +381.6% | +274.3% | +107.3% | +79.8% |
| 5Y | -17.6% | +142.9% | -160.5% | -67.8% |
| All | -6.1% | +184.4% | -190.4% | -62.8% |
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