+92.3%
MA vs LTH
+186.8%
-94.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | +11.0% | +17.7% | -6.7% | +7.8% |
| 3M | +17.9% | +8.5% | +9.4% | +16.0% |
| 6M | +33.2% | +46.9% | -13.8% | +23.9% |
| YTD | +16.5% | +78.8% | -62.3% | +3.8% |
| 1Y | +19.1% | +84.9% | -65.8% | +5.4% |
| 3Y | +70.6% | +246.4% | -175.8% | +30.5% |
| 5Y | +92.1% | +129.6% | -37.5% | +42.8% |
| All | +92.3% | +186.8% | -94.4% | +46.5% |
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 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