+112.2%
GOOG vs LTH
+180.7%
-68.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.4% |
| 7D | +3.0% | -1.3% | +4.3% | +3.3% |
| 30D | -14.9% | +15.7% | -30.5% | -17.8% |
| 3M | -14.9% | +5.0% | -19.9% | -16.2% |
| 6M | -26.6% | +37.7% | -64.3% | -32.2% |
| YTD | -6.6% | +75.0% | -81.6% | -19.0% |
| 1Y | +5.1% | +82.6% | -77.6% | -9.8% |
| 3Y | +121.0% | +241.3% | -120.3% | +57.3% |
| 5Y | +97.3% | +135.4% | -38.1% | +37.4% |
| All | +112.2% | +180.7% | -68.6% | +44.5% |
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