+133.8%
LTH vs MKTX
-58.0%
+191.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -5.3% | +0.7% | -6.0% | -5.4% |
| 3M | +19.0% | +40.8% | -21.8% | +8.8% |
| 6M | +55.8% | -8.0% | +63.8% | +59.5% |
| YTD | +56.1% | -8.7% | +64.9% | +59.8% |
| 1Y | +41.3% | -11.8% | +53.1% | +45.8% |
| 3Y | +156.6% | -24.0% | +180.7% | +166.4% |
| All | +133.8% | -58.0% | +191.8% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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