+123.2%
IBM vs LTH
+186.8%
-63.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +10.1% | +17.7% | -7.6% | +8.0% |
| 3M | +4.8% | +8.5% | -3.6% | +3.7% |
| 6M | +12.6% | +46.9% | -34.3% | +7.3% |
| YTD | -13.9% | +78.8% | -92.7% | -20.2% |
| 1Y | -18.7% | +84.9% | -103.6% | -25.0% |
| 3Y | +81.9% | +246.4% | -164.5% | +56.8% |
| 5Y | +148.3% | +129.6% | +18.8% | +103.5% |
| All | +123.2% | +186.8% | -63.6% | +86.8% |
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