+534.9%
LITE vs LTH
+184.4%
+350.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.0% |
| 7D | -35.9% | +4.5% | -40.4% | -36.8% |
| 30D | -51.5% | +16.3% | -67.9% | -53.6% |
| 3M | -35.7% | +8.4% | -44.1% | -37.4% |
| 6M | -43.0% | +40.3% | -83.2% | -49.0% |
| YTD | +46.1% | +77.3% | -31.2% | +19.9% |
| 1Y | +124.7% | +88.0% | +36.8% | +80.7% |
| 3Y | +1,172.1% | +274.3% | +897.8% | +753.4% |
| 5Y | +477.0% | +142.9% | +334.1% | +290.4% |
| All | +534.9% | +184.4% | +350.5% | +319.9% |
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