+41.0%
LNT vs LTH
+152.0%
-111.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | +0.2% | -4.0% | +4.2% | +0.5% |
| 30D | -0.5% | -1.7% | +1.2% | -0.4% |
| 3M | -5.5% | +28.0% | -33.5% | -7.2% |
| 6M | -3.8% | +54.1% | -57.9% | -7.0% |
| YTD | +6.8% | +57.1% | -50.2% | +3.0% |
| 1Y | +9.3% | +45.8% | -36.5% | +5.9% |
| 3Y | +47.9% | +157.6% | -109.6% | +35.5% |
| All | +41.0% | +152.0% | -111.0% | +23.1% |
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