+414.3%
JBL vs LTH
+150.5%
+263.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +2.4% | -4.0% | +6.4% | +3.4% |
| 30D | -13.1% | -5.3% | -7.8% | -12.1% |
| 3M | -15.6% | +19.0% | -34.6% | -19.5% |
| 6M | +24.6% | +55.8% | -31.2% | +11.1% |
| YTD | +39.6% | +56.1% | -16.5% | +24.0% |
| 1Y | +48.6% | +41.3% | +7.4% | +34.8% |
| 3Y | +197.3% | +156.6% | +40.6% | +128.5% |
| All | +414.3% | +150.5% | +263.8% | +261.5% |
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