+91.8%
MA vs LTH
+186.2%
-94.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.3% |
| 7D | +1.8% | +6.4% | -4.6% | +0.7% |
| 30D | +11.8% | +16.7% | -4.9% | +8.8% |
| 3M | +17.2% | +11.7% | +5.5% | +14.8% |
| 6M | +33.4% | +48.5% | -15.1% | +23.9% |
| YTD | +16.1% | +78.4% | -62.3% | +3.6% |
| 1Y | +19.9% | +89.7% | -69.8% | +5.6% |
| 3Y | +70.1% | +245.6% | -175.6% | +30.2% |
| 5Y | +89.6% | +142.7% | -53.0% | +41.8% |
| All | +91.8% | +186.2% | -94.4% | +46.1% |
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