-7.6%
COMP vs LTH
+174.8%
-182.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.0% | +0.7% |
| 7D | +8.9% | -4.6% | +13.5% | +12.2% |
| 30D | +14.0% | +14.8% | -0.9% | +3.3% |
| 3M | -21.1% | +3.9% | -25.1% | -23.9% |
| 6M | +20.1% | +35.5% | -15.4% | -4.0% |
| YTD | -5.0% | +71.3% | -76.3% | -35.1% |
| 1Y | +5.7% | +75.7% | -70.0% | -29.3% |
| 3Y | +412.2% | +231.9% | +180.3% | +108.4% |
| 5Y | -12.1% | +130.5% | -142.5% | -65.2% |
| All | -7.6% | +174.8% | -182.5% | -62.6% |
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