+289.5%
HL vs LTH
+152.0%
+137.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +0.4% | -4.0% | +4.4% | +1.3% |
| 30D | +18.8% | -1.7% | +20.5% | +19.2% |
| 3M | +43.7% | +28.0% | +15.7% | +35.5% |
| 6M | -1.0% | +54.1% | -55.1% | -10.6% |
| YTD | +8.7% | +57.1% | -48.4% | -2.2% |
| 1Y | +105.0% | +45.8% | +59.2% | +86.7% |
| 3Y | +427.3% | +157.6% | +269.7% | +310.6% |
| All | +289.5% | +152.0% | +137.6% | +177.9% |
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