+183.2%
MAR vs LTH
+186.2%
-3.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | +2.4% |
| 7D | +2.9% | +6.4% | -3.5% | +1.3% |
| 30D | +17.0% | +16.7% | +0.3% | +12.4% |
| 3M | +23.2% | +11.7% | +11.5% | +19.5% |
| 6M | +21.7% | +48.5% | -26.8% | +9.6% |
| YTD | +38.9% | +78.4% | -39.5% | +18.5% |
| 1Y | +48.7% | +89.7% | -41.0% | +24.9% |
| 3Y | +122.9% | +245.6% | -122.7% | +59.4% |
| 5Y | +177.5% | +142.7% | +34.8% | +95.0% |
| All | +183.2% | +186.2% | -3.0% | +97.7% |
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