+636.4%
LITE vs LTH
+174.8%
+461.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -2.5% |
| 7D | +22.6% | -4.6% | +27.2% | +24.1% |
| 30D | -36.8% | +14.8% | -51.6% | -39.3% |
| 3M | -33.0% | +3.9% | -36.9% | -34.0% |
| 6M | -37.1% | +35.5% | -72.6% | -43.2% |
| YTD | +69.5% | +71.3% | -1.9% | +40.3% |
| 1Y | +146.1% | +75.7% | +70.4% | +102.1% |
| 3Y | +1,440.8% | +231.9% | +1,208.9% | +967.9% |
| 5Y | +580.4% | +130.5% | +450.0% | +368.0% |
| All | +636.4% | +174.8% | +461.5% | +391.5% |
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