+119.9%
IBM vs LTH
+186.2%
-66.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.5% | +6.4% | -7.9% | -2.3% |
| 30D | +8.4% | +16.7% | -8.3% | +6.4% |
| 3M | +4.2% | +11.7% | -7.5% | +2.7% |
| 6M | +7.9% | +48.5% | -40.6% | +2.7% |
| YTD | -15.2% | +78.4% | -93.6% | -21.4% |
| 1Y | -18.7% | +89.7% | -108.4% | -25.3% |
| 3Y | +79.2% | +245.6% | -166.4% | +54.5% |
| 5Y | +144.7% | +142.7% | +2.0% | +101.4% |
| All | +119.9% | +186.2% | -66.3% | +84.1% |
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