+117.4%
MAR vs LTH
+156.3%
-38.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -1.7% | +1.5% | -3.3% | -2.1% |
| 30D | -6.9% | -3.1% | -3.9% | -6.2% |
| 3M | -15.8% | +28.1% | -43.9% | -21.1% |
| 6M | +1.9% | +67.4% | -65.5% | -11.3% |
| YTD | +6.6% | +59.8% | -53.2% | -6.2% |
| 1Y | +23.7% | +45.6% | -21.9% | +11.1% |
| 3Y | +64.6% | +162.0% | -97.4% | +25.5% |
| All | +117.4% | +156.3% | -38.9% | +56.4% |
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 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