+87.6%
KO vs LTH
+150.3%
-62.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | -1.1% | -3.7% | +2.6% | -0.8% |
| 30D | +1.6% | -5.3% | +6.9% | +1.9% |
| 3M | +5.8% | +24.2% | -18.4% | +4.2% |
| 6M | +14.3% | +54.8% | -40.5% | +10.7% |
| YTD | +27.3% | +56.1% | -28.7% | +23.1% |
| 1Y | +33.2% | +45.5% | -12.4% | +29.3% |
| 3Y | +64.5% | +155.9% | -91.4% | +51.4% |
| All | +87.6% | +150.3% | -62.8% | +64.6% |
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