+162.1%
LTH vs MTCH
-72.5%
+234.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -1.3% | +6.7% | -7.9% | -3.8% |
| 30D | +15.7% | -1.8% | +17.5% | +15.9% |
| 3M | +5.0% | +12.2% | -7.2% | -0.5% |
| 6M | +37.7% | +16.6% | +21.1% | +27.7% |
| YTD | +75.0% | +31.8% | +43.2% | +53.4% |
| 1Y | +82.6% | +30.8% | +51.8% | +60.5% |
| 3Y | +241.3% | +49.6% | +191.7% | +166.5% |
| 5Y | +135.4% | -70.3% | +205.8% | +249.7% |
| All | +162.1% | -72.5% | +234.6% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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