+3.8%
LEN vs LTH
+186.2%
-182.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +0.7% | +6.4% | -5.7% | -1.1% |
| 30D | +13.0% | +16.7% | -3.7% | +8.1% |
| 3M | +1.9% | +11.7% | -9.8% | -1.5% |
| 6M | -0.7% | +48.5% | -49.2% | -11.5% |
| YTD | -13.8% | +78.4% | -92.2% | -27.4% |
| 1Y | -28.1% | +89.7% | -117.8% | -40.4% |
| 3Y | -22.8% | +245.6% | -268.5% | -47.8% |
| 5Y | -7.4% | +142.7% | -150.0% | -38.7% |
| All | +3.8% | +186.2% | -182.4% | -31.0% |
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