-37.1%
IT vs LTH
+180.7%
-217.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | -1.8% | +15.7% | -17.5% | -5.2% |
| 3M | +4.8% | +5.0% | -0.2% | +3.4% |
| 6M | +33.0% | +37.7% | -4.7% | +22.9% |
| YTD | -23.8% | +75.0% | -98.9% | -34.1% |
| 1Y | -16.5% | +82.6% | -99.2% | -28.6% |
| 3Y | -53.6% | +241.3% | -294.9% | -65.9% |
| 5Y | -42.1% | +135.4% | -177.6% | -58.1% |
| All | -37.1% | +180.7% | -217.8% | -53.9% |
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