+659.2%
DELL vs LTH
+186.8%
+472.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.2% | +11.5% | +11.7% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -35.1% | +17.7% | -52.8% | -37.3% |
| 3M | -15.1% | +8.5% | -23.6% | -16.7% |
| 6M | +51.7% | +46.9% | +4.8% | +38.9% |
| YTD | +200.0% | +78.8% | +121.2% | +161.8% |
| 1Y | +172.1% | +84.9% | +87.2% | +135.7% |
| 3Y | +431.2% | +246.4% | +184.9% | +309.7% |
| 5Y | +633.1% | +129.6% | +503.5% | +450.1% |
| All | +659.2% | +186.8% | +472.4% | +466.6% |
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