-33.7%
INTU vs LTH
+186.8%
-220.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | +12.0% | +17.7% | -5.7% | +7.3% |
| 3M | +2.3% | +8.5% | -6.2% | 0.0% |
| 6M | -12.1% | +46.9% | -59.0% | -20.9% |
| YTD | -47.5% | +78.8% | -126.3% | -55.8% |
| 1Y | -46.9% | +84.9% | -131.8% | -55.7% |
| 3Y | -33.5% | +246.4% | -279.8% | -55.9% |
| 5Y | -41.2% | +129.6% | -170.8% | -62.9% |
| All | -33.7% | +186.8% | -220.5% | -57.2% |
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