+30.5%
LHX vs LTH
+180.7%
-150.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | +4.8% | -1.3% | +6.1% | +4.9% |
| 30D | +14.7% | +15.7% | -1.0% | +13.4% |
| 3M | -5.1% | +5.0% | -10.1% | -5.6% |
| 6M | -9.9% | +37.7% | -47.6% | -12.2% |
| YTD | -6.1% | +75.0% | -81.1% | -10.4% |
| 1Y | -4.0% | +82.6% | -86.6% | -8.7% |
| 3Y | +56.9% | +241.3% | -184.4% | +41.6% |
| 5Y | +36.6% | +135.4% | -98.8% | +22.7% |
| All | +30.5% | +180.7% | -150.3% | +19.5% |
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