+92.5%
MA vs LTH
+180.7%
-88.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +0.9% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | +9.6% | +15.7% | -6.1% | +6.8% |
| 3M | +16.8% | +5.0% | +11.8% | +15.6% |
| 6M | +35.2% | +37.7% | -2.5% | +27.3% |
| YTD | +16.6% | +75.0% | -58.5% | +4.3% |
| 1Y | +19.8% | +82.6% | -62.9% | +6.2% |
| 3Y | +70.7% | +241.3% | -170.6% | +30.9% |
| 5Y | +87.4% | +135.4% | -48.0% | +40.7% |
| All | +92.5% | +180.7% | -88.3% | +47.1% |
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