+92.3%
MA vs LTH
+142.9%
-50.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +2.3% | +4.5% | -2.2% | +1.5% |
| 30D | +14.7% | +16.3% | -1.7% | +11.5% |
| 3M | +13.5% | +8.4% | +5.1% | +11.7% |
| 6M | +33.1% | +40.3% | -7.2% | +24.7% |
| YTD | +15.1% | +77.3% | -62.2% | +2.4% |
| 1Y | +18.7% | +88.0% | -69.2% | +4.4% |
| 3Y | +72.1% | +274.3% | -202.2% | +28.1% |
| All | +92.3% | +142.9% | -50.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling