+167.7%
LTH vs M
+32.1%
+135.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +0.3% | -3.3% | +3.6% | +1.0% |
| 30D | +17.7% | +8.1% | +9.6% | +15.0% |
| 3M | +8.5% | +2.2% | +6.3% | +7.3% |
| 6M | +46.9% | +35.1% | +11.8% | +34.2% |
| YTD | +78.8% | +15.8% | +63.0% | +69.5% |
| 1Y | +84.9% | +25.8% | +59.1% | +71.3% |
| 3Y | +246.4% | +156.2% | +90.1% | +141.1% |
| 5Y | +129.6% | -2.4% | +131.9% | +89.6% |
| All | +167.7% | +32.1% | +135.6% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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