+3.8%
HON vs LTH
+150.3%
-146.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -2.6% | -3.7% | +1.1% | -2.0% |
| 30D | -11.9% | -5.3% | -6.6% | -11.1% |
| 3M | -6.1% | +24.2% | -30.3% | -9.6% |
| 6M | -19.2% | +54.8% | -74.0% | -25.4% |
| YTD | +0.2% | +56.1% | -55.9% | -7.8% |
| 1Y | -1.5% | +45.5% | -47.0% | -8.4% |
| 3Y | +17.9% | +155.9% | -137.9% | -1.7% |
| All | +3.8% | +150.3% | -146.5% | -17.3% |
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