+21.3%
LOW vs LTH
+174.8%
-153.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.8% |
| 7D | +0.1% | -4.6% | +4.7% | +1.2% |
| 30D | +21.3% | +14.8% | +6.5% | +17.5% |
| 3M | +6.0% | +3.9% | +2.1% | +4.9% |
| 6M | +2.6% | +35.5% | -32.9% | -4.5% |
| YTD | -3.6% | +71.3% | -74.9% | -15.4% |
| 1Y | -1.0% | +75.7% | -76.6% | -13.5% |
| 3Y | +24.2% | +231.9% | -207.8% | -8.4% |
| 5Y | +6.3% | +130.5% | -124.1% | -23.0% |
| All | +21.3% | +174.8% | -153.5% | -12.0% |
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