+14.7%
D vs LTH
+180.7%
-166.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | 0.0% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +7.7% | +15.7% | -7.9% | +6.5% |
| 3M | -0.3% | +5.0% | -5.3% | -0.7% |
| 6M | +10.1% | +37.7% | -27.6% | +7.2% |
| YTD | +19.1% | +75.0% | -55.9% | +13.4% |
| 1Y | +15.9% | +82.6% | -66.7% | +9.9% |
| 3Y | +75.0% | +241.3% | -166.3% | +55.2% |
| 5Y | +13.4% | +135.4% | -122.1% | -0.5% |
| All | +14.7% | +180.7% | -166.0% | -2.2% |
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