+23.5%
LOW vs LTH
+186.8%
-163.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +25.6% | +17.7% | +7.9% | +21.0% |
| 3M | +5.3% | +8.5% | -3.1% | +3.2% |
| 6M | +3.7% | +46.9% | -43.2% | -5.2% |
| YTD | -1.9% | +78.8% | -80.6% | -14.6% |
| 1Y | +0.6% | +84.9% | -84.3% | -13.2% |
| 3Y | +26.4% | +246.4% | -219.9% | -7.7% |
| 5Y | +10.1% | +129.6% | -119.4% | -21.3% |
| All | +23.5% | +186.8% | -163.3% | -11.2% |
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