-98.7%
LCID vs LTH
+174.8%
-273.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.2% | -7.1% | -9.3% |
| 7D | +9.2% | -4.6% | +13.9% | +11.9% |
| 30D | -3.0% | +14.8% | -17.8% | -9.4% |
| 3M | -50.2% | +3.9% | -54.2% | -51.4% |
| 6M | -45.8% | +35.5% | -81.3% | -53.8% |
| YTD | -69.2% | +71.3% | -140.5% | -77.1% |
| 1Y | -80.4% | +75.7% | -156.1% | -85.5% |
| 3Y | -91.4% | +231.9% | -323.4% | -95.8% |
| 5Y | -99.3% | +130.5% | -229.7% | -99.6% |
| All | -98.7% | +174.8% | -273.5% | -99.3% |
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