+507.6%
LLY vs LTH
+184.4%
+323.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -4.5% | +4.5% | -9.0% | -5.0% |
| 30D | +13.9% | +16.3% | -2.4% | +11.9% |
| 3M | +13.8% | +8.4% | +5.4% | +12.6% |
| 6M | +37.6% | +40.3% | -2.7% | +32.2% |
| YTD | +26.6% | +77.3% | -50.7% | +18.2% |
| 1Y | +45.3% | +88.0% | -42.6% | +34.8% |
| 3Y | +132.2% | +274.3% | -142.0% | +104.5% |
| 5Y | +434.7% | +142.9% | +291.8% | +375.7% |
| All | +507.6% | +184.4% | +323.3% | +443.5% |
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