+25.2%
INTC vs LTH
+186.8%
-161.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +7.3% | +0.3% | +7.0% | +7.1% |
| 30D | -38.3% | +17.7% | -56.0% | -40.9% |
| 3M | -36.0% | +8.5% | -44.5% | -37.6% |
| 6M | -51.7% | +46.9% | -98.7% | -56.6% |
| YTD | +69.4% | +78.8% | -9.4% | +44.0% |
| 1Y | +65.0% | +84.9% | -19.9% | +39.1% |
| 3Y | +63.0% | +246.4% | -183.4% | +16.0% |
| 5Y | +33.4% | +129.6% | -96.2% | -7.7% |
| All | +25.2% | +186.8% | -161.5% | -16.8% |
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