-44.4%
IT vs LTH
+152.0%
-196.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -9.1% | -4.0% | -5.1% | -8.3% |
| 30D | -12.2% | -1.7% | -10.5% | -11.9% |
| 3M | +7.8% | +28.0% | -20.2% | +1.8% |
| 6M | +2.0% | +54.1% | -52.1% | -8.9% |
| YTD | -32.7% | +57.1% | -89.8% | -40.2% |
| 1Y | -31.1% | +45.8% | -76.9% | -37.8% |
| 3Y | -52.1% | +157.6% | -209.6% | -62.5% |
| All | -44.4% | +152.0% | -196.4% | -58.2% |
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