+119.2%
MAR vs LTH
+152.0%
-32.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -0.5% | -4.0% | +3.5% | +0.5% |
| 30D | -4.7% | -1.7% | -3.0% | -4.3% |
| 3M | -15.6% | +28.0% | -43.6% | -20.8% |
| 6M | +1.2% | +54.1% | -52.8% | -10.0% |
| YTD | +7.5% | +57.1% | -49.6% | -5.1% |
| 1Y | +26.6% | +45.8% | -19.2% | +13.7% |
| 3Y | +66.0% | +157.6% | -91.6% | +27.1% |
| All | +119.2% | +152.0% | -32.8% | +58.4% |
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