+90.9%
MA vs LTH
+183.0%
-92.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.3% | +7.0% | -7.4% | -1.5% |
| 30D | +11.3% | +15.4% | -4.1% | +8.5% |
| 3M | +16.7% | +7.0% | +9.6% | +15.1% |
| 6M | +32.8% | +46.9% | -14.1% | +23.6% |
| YTD | +15.6% | +76.4% | -60.8% | +3.3% |
| 1Y | +19.6% | +83.7% | -64.2% | +5.9% |
| 3Y | +72.1% | +248.9% | -176.8% | +31.4% |
| 5Y | +96.0% | +141.8% | -45.8% | +47.0% |
| All | +90.9% | +183.0% | -92.1% | +45.7% |
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