+162.1%
LTH vs TENB
-15.1%
+177.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -1.3% | -3.3% | +2.0% | -0.5% |
| 30D | +15.7% | +6.9% | +8.7% | +13.5% |
| 3M | +5.0% | +1.8% | +3.2% | +3.0% |
| 6M | +37.7% | +98.1% | -60.4% | +8.7% |
| YTD | +75.0% | +73.2% | +1.8% | +41.9% |
| 1Y | +82.6% | +50.7% | +32.0% | +55.0% |
| 3Y | +241.3% | +9.3% | +232.0% | +214.7% |
| 5Y | +135.4% | -25.1% | +160.6% | +120.1% |
| All | +162.1% | -15.1% | +177.2% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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