+133.8%
LTH vs TENB
-37.3%
+171.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.6% |
| 7D | -4.0% | -12.1% | +8.1% | -0.9% |
| 30D | -5.3% | -18.6% | +13.3% | -0.9% |
| 3M | +19.0% | +12.1% | +7.0% | +12.0% |
| 6M | +55.8% | +46.8% | +9.0% | +32.9% |
| YTD | +56.1% | +28.0% | +28.2% | +38.0% |
| 1Y | +41.3% | -1.4% | +42.7% | +35.9% |
| 3Y | +156.6% | -33.9% | +190.6% | +173.4% |
| All | +133.8% | -37.3% | +171.1% | +131.9% |
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