+600.0%
DELL vs LTH
+180.7%
+419.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.2% | -9.3% | -7.6% |
| 7D | +4.9% | -1.3% | +6.1% | +5.1% |
| 30D | -32.1% | +15.7% | -47.7% | -34.2% |
| 3M | -30.2% | +5.0% | -35.2% | -31.1% |
| 6M | +41.7% | +37.7% | +4.0% | +31.5% |
| YTD | +176.6% | +75.0% | +101.6% | +142.2% |
| 1Y | +159.9% | +82.6% | +77.3% | +125.4% |
| 3Y | +388.0% | +241.3% | +146.7% | +277.2% |
| 5Y | +578.2% | +135.4% | +442.8% | +409.7% |
| All | +600.0% | +180.7% | +419.2% | +424.2% |
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