+9.4%
LVS vs LTH
+143.1%
-133.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +12.2% | +17.7% | -5.5% | +7.8% |
| 3M | -11.3% | +8.5% | -19.8% | -13.2% |
| 6M | -21.6% | +46.9% | -68.5% | -29.2% |
| YTD | -36.6% | +78.8% | -115.4% | -46.0% |
| 1Y | -38.4% | +84.9% | -123.3% | -48.1% |
| 3Y | -10.2% | +246.4% | -256.5% | -38.7% |
| 5Y | +9.4% | +129.6% | -120.1% | -25.5% |
| All | +9.4% | +143.1% | -133.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling