+5.2%
LOW vs LTH
+152.0%
-146.7%
-33.9%
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% | -0.7% |
| 7D | -0.6% | -4.0% | +3.4% | +0.3% |
| 30D | -9.3% | -1.7% | -7.6% | -9.0% |
| 3M | -8.1% | +28.0% | -36.1% | -13.1% |
| 6M | -19.8% | +54.1% | -73.8% | -27.6% |
| YTD | -16.4% | +57.1% | -73.4% | -25.0% |
| 1Y | -24.7% | +45.8% | -70.4% | -31.4% |
| 3Y | -8.8% | +157.6% | -166.4% | -29.1% |
| All | +5.2% | +152.0% | -146.7% | -22.0% |
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