-98.5%
LCID vs LTH
+183.0%
-281.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.5% | +9.9% | +9.7% |
| 7D | +20.0% | +7.0% | +13.0% | +16.2% |
| 30D | -5.0% | +15.4% | -20.4% | -11.6% |
| 3M | -48.9% | +7.0% | -55.9% | -50.8% |
| 6M | -43.2% | +46.9% | -90.1% | -53.6% |
| YTD | -65.9% | +76.4% | -142.4% | -75.1% |
| 1Y | -79.2% | +83.7% | -162.9% | -85.0% |
| 3Y | -90.4% | +248.9% | -339.3% | -95.4% |
| 5Y | -99.2% | +141.8% | -241.0% | -99.6% |
| All | -98.5% | +183.0% | -281.5% | -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