-40.1%
KWEB vs LTH
+150.5%
-190.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -5.6% | -4.0% | -1.6% | -4.5% |
| 30D | -10.7% | -5.3% | -5.4% | -9.4% |
| 3M | -7.4% | +19.0% | -26.4% | -12.2% |
| 6M | -19.3% | +55.8% | -75.1% | -29.6% |
| YTD | -27.8% | +56.1% | -83.9% | -37.2% |
| 1Y | -35.9% | +41.3% | -77.2% | -42.9% |
| 3Y | -1.9% | +156.6% | -158.6% | -30.5% |
| All | -40.1% | +150.5% | -190.6% | -63.6% |
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