+167.2%
LTH vs FIVE
+36.2%
+130.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +6.4% | +7.3% | -0.9% | +4.2% |
| 30D | +16.7% | +18.1% | -1.3% | +11.5% |
| 3M | +11.7% | +7.7% | +4.0% | +8.9% |
| 6M | +48.5% | +13.6% | +34.9% | +41.3% |
| YTD | +78.4% | +34.6% | +43.8% | +60.6% |
| 1Y | +89.7% | +66.2% | +23.4% | +60.2% |
| 3Y | +245.6% | +43.5% | +202.2% | +197.2% |
| 5Y | +142.7% | +20.7% | +122.0% | +90.9% |
| All | +167.2% | +36.2% | +130.9% | +121.4% |
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