+95.6%
CSCO vs LTH
+184.4%
-88.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.8% |
| 7D | -10.2% | +4.5% | -14.7% | -10.7% |
| 30D | -20.1% | +16.3% | -36.4% | -21.6% |
| 3M | -22.1% | +8.4% | -30.4% | -23.0% |
| 6M | +3.2% | +40.3% | -37.1% | -1.5% |
| YTD | +24.1% | +77.3% | -53.2% | +14.3% |
| 1Y | +34.6% | +88.0% | -53.4% | +22.8% |
| 3Y | +90.0% | +274.3% | -184.3% | +56.6% |
| 5Y | +88.6% | +142.9% | -54.3% | +52.9% |
| All | +95.6% | +184.4% | -88.8% | +57.8% |
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