+167.2%
LTH vs MTB
+67.9%
+99.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | +6.4% | -0.7% | +7.1% | +6.7% |
| 30D | +16.7% | +1.4% | +15.3% | +15.8% |
| 3M | +11.7% | -11.6% | +23.3% | +18.8% |
| 6M | +48.5% | +5.4% | +43.1% | +44.2% |
| YTD | +78.4% | +11.7% | +66.7% | +67.8% |
| 1Y | +89.7% | +20.5% | +69.1% | +71.4% |
| 3Y | +245.6% | +104.5% | +141.1% | +128.4% |
| 5Y | +142.7% | +65.1% | +77.6% | +82.7% |
| All | +167.2% | +67.9% | +99.2% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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