+144.7%
HL vs LTH
+180.7%
-36.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -2.3% |
| 7D | -11.1% | -1.3% | -9.9% | -10.9% |
| 30D | -12.1% | +15.7% | -27.7% | -14.8% |
| 3M | -26.1% | +5.0% | -31.1% | -27.0% |
| 6M | -37.7% | +37.7% | -75.4% | -42.3% |
| YTD | -31.7% | +75.0% | -106.7% | -40.1% |
| 1Y | -11.6% | +82.6% | -94.3% | -23.1% |
| 3Y | +249.6% | +241.3% | +8.3% | +158.4% |
| 5Y | +108.5% | +135.4% | -26.9% | +48.5% |
| All | +144.7% | +180.7% | -36.0% | +70.3% |
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