+164.2%
LTH vs FIVE
+36.4%
+127.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -2.0% |
| 7D | +7.0% | +6.2% | +0.8% | +5.1% |
| 30D | +15.4% | +18.2% | -2.7% | +10.2% |
| 3M | +7.0% | +3.8% | +3.2% | +5.5% |
| 6M | +46.9% | +13.7% | +33.1% | +39.7% |
| YTD | +76.4% | +34.7% | +41.7% | +58.8% |
| 1Y | +83.7% | +66.6% | +17.1% | +55.1% |
| 3Y | +248.9% | +44.3% | +204.6% | +199.2% |
| 5Y | +141.8% | +18.8% | +123.1% | +89.2% |
| All | +164.2% | +36.4% | +127.8% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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