+70.7%
MA vs LTH
+241.8%
-171.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | +9.6% | +15.7% | -6.1% | +7.6% |
| 3M | +16.8% | +5.0% | +11.8% | +16.0% |
| 6M | +35.2% | +37.7% | -2.5% | +29.8% |
| YTD | +16.6% | +75.0% | -58.5% | +7.9% |
| 1Y | +19.8% | +82.6% | -62.9% | +10.2% |
| 3Y | +70.7% | +241.3% | -170.6% | +51.3% |
| All | +70.7% | +241.8% | -171.1% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling