+63.3%
DD vs LTH
+156.3%
-93.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | -7.4% | -3.1% | -4.4% | -6.8% |
| 3M | -6.4% | +28.1% | -34.6% | -11.8% |
| 6M | -2.5% | +67.4% | -69.9% | -13.7% |
| YTD | +10.2% | +59.8% | -49.5% | -1.6% |
| 1Y | +36.9% | +45.6% | -8.7% | +24.5% |
| 3Y | +47.0% | +162.0% | -115.0% | +15.4% |
| All | +63.3% | +156.3% | -93.0% | +24.0% |
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