+90.0%
MA vs LTH
+174.8%
-84.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.5% |
| 7D | -0.5% | -4.6% | +4.1% | +0.3% |
| 30D | +7.9% | +14.8% | -6.9% | +5.2% |
| 3M | +16.8% | +3.9% | +12.8% | +15.8% |
| 6M | +31.0% | +35.5% | -4.5% | +23.7% |
| YTD | +15.0% | +71.3% | -56.3% | +3.3% |
| 1Y | +17.0% | +75.7% | -58.7% | +4.5% |
| 3Y | +68.5% | +231.9% | -163.5% | +29.8% |
| 5Y | +85.0% | +130.5% | -45.5% | +39.4% |
| All | +90.0% | +174.8% | -84.9% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling