+96.3%
LMT vs LTH
+174.8%
-78.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.9% |
| 7D | +4.8% | -4.6% | +9.5% | +5.0% |
| 30D | +19.9% | +14.8% | +5.0% | +19.3% |
| 3M | +0.2% | +3.9% | -3.7% | 0.0% |
| 6M | +17.4% | +35.5% | -18.1% | +16.3% |
| YTD | +27.2% | +71.3% | -44.2% | +24.9% |
| 1Y | +35.6% | +75.7% | -40.1% | +33.1% |
| 3Y | +47.1% | +231.9% | -184.8% | +41.2% |
| 5Y | +103.7% | +130.5% | -26.8% | +96.6% |
| All | +96.3% | +174.8% | -78.5% | +87.0% |
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