+0.1%
LEN vs LTH
+174.8%
-174.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.0% |
| 7D | -8.7% | -4.6% | -4.1% | -7.5% |
| 30D | +11.6% | +14.8% | -3.3% | +7.2% |
| 3M | -1.3% | +3.9% | -5.2% | -2.5% |
| 6M | -1.4% | +35.5% | -36.9% | -9.8% |
| YTD | -16.9% | +71.3% | -88.2% | -29.2% |
| 1Y | -31.2% | +75.7% | -106.9% | -41.7% |
| 3Y | -25.6% | +231.9% | -257.5% | -49.0% |
| 5Y | -13.3% | +130.5% | -143.7% | -41.9% |
| All | +0.1% | +174.8% | -174.8% | -32.7% |
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