+156.6%
LTH vs MDY
+46.4%
+110.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -2.7% |
| 7D | -4.6% | +3.0% | -7.7% | -8.2% |
| 30D | +14.8% | +0.8% | +14.0% | +13.2% |
| 3M | +3.9% | -5.1% | +9.1% | +10.4% |
| 6M | +35.5% | +1.2% | +34.3% | +32.2% |
| YTD | +71.3% | +12.5% | +58.9% | +46.4% |
| 1Y | +75.7% | +13.8% | +61.9% | +47.9% |
| 3Y | +231.9% | +56.4% | +175.5% | +76.7% |
| 5Y | +130.5% | +35.3% | +95.2% | +37.4% |
| All | +156.6% | +46.4% | +110.2% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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