+542.8%
LLY vs LTH
+186.2%
+356.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +1.6% | +6.4% | -4.8% | +0.9% |
| 30D | +21.5% | +16.7% | +4.7% | +19.3% |
| 3M | +16.4% | +11.7% | +4.7% | +14.8% |
| 6M | +51.5% | +48.5% | +3.0% | +44.6% |
| YTD | +33.9% | +78.4% | -44.5% | +24.9% |
| 1Y | +49.1% | +89.7% | -40.6% | +38.2% |
| 3Y | +144.6% | +245.6% | -101.0% | +116.9% |
| 5Y | +466.3% | +142.7% | +323.6% | +403.2% |
| All | +542.8% | +186.2% | +356.6% | +474.5% |
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