+14.5%
D vs LTH
+174.8%
-160.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.5% |
| 7D | -3.1% | -4.6% | +1.6% | -2.7% |
| 30D | +8.4% | +14.8% | -6.5% | +7.2% |
| 3M | +0.2% | +3.9% | -3.7% | -0.2% |
| 6M | +9.5% | +35.5% | -26.0% | +6.8% |
| YTD | +18.8% | +71.3% | -52.5% | +13.3% |
| 1Y | +14.7% | +75.7% | -61.0% | +9.1% |
| 3Y | +72.9% | +231.9% | -159.0% | +53.7% |
| 5Y | +13.1% | +130.5% | -117.3% | -0.6% |
| All | +14.5% | +174.8% | -160.3% | -2.3% |
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