-3.9%
LEN vs LTH
+152.0%
-155.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -3.4% | -4.0% | +0.6% | -2.2% |
| 30D | -5.7% | -1.7% | -4.0% | -5.3% |
| 3M | -12.2% | +28.0% | -40.2% | -18.1% |
| 6M | -18.3% | +54.1% | -72.3% | -27.9% |
| YTD | -20.2% | +57.1% | -77.3% | -30.2% |
| 1Y | -40.1% | +45.8% | -85.8% | -46.6% |
| 3Y | -26.2% | +157.6% | -183.7% | -46.0% |
| All | -3.9% | +152.0% | -155.9% | -33.6% |
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