-98.5%
LCID vs LTH
+186.2%
-284.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +24.8% | +6.4% | +18.4% | +21.2% |
| 30D | -0.5% | +16.7% | -17.3% | -8.0% |
| 3M | -43.0% | +11.7% | -54.6% | -46.3% |
| 6M | -40.5% | +48.5% | -89.0% | -51.6% |
| YTD | -64.3% | +78.4% | -142.7% | -74.0% |
| 1Y | -78.1% | +89.7% | -167.7% | -84.5% |
| 3Y | -90.1% | +245.6% | -335.7% | -95.3% |
| 5Y | -99.1% | +142.7% | -241.8% | -99.6% |
| All | -98.5% | +186.2% | -284.6% | -99.2% |
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