-29.5%
DOW vs LTH
+142.9%
-172.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -9.5% | +4.5% | -14.0% | -10.2% |
| 30D | +13.1% | +16.3% | -3.3% | +10.4% |
| 3M | +4.8% | +8.4% | -3.5% | +3.4% |
| 6M | -16.7% | +40.3% | -56.9% | -21.3% |
| YTD | +38.9% | +77.3% | -38.4% | +25.3% |
| 1Y | +48.3% | +88.0% | -39.7% | +32.4% |
| 3Y | -24.4% | +274.3% | -298.6% | -40.9% |
| All | -29.5% | +142.9% | -172.4% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling