+65.5%
IR vs LTH
+186.8%
-121.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +7.6% | +17.7% | -10.1% | +3.2% |
| 3M | +0.1% | +8.5% | -8.4% | -2.2% |
| 6M | +14.0% | +46.9% | -33.0% | +2.9% |
| YTD | +7.5% | +78.8% | -71.3% | -8.1% |
| 1Y | +10.1% | +84.9% | -74.8% | -6.6% |
| 3Y | +24.9% | +246.4% | -221.5% | -10.1% |
| 5Y | +46.9% | +129.6% | -82.7% | +4.5% |
| All | +65.5% | +186.8% | -121.3% | +17.2% |
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