+25.1%
MCD vs LTH
+184.4%
-159.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +7.1% | +4.5% | +2.6% | +6.7% |
| 30D | +19.8% | +16.3% | +3.4% | +18.2% |
| 3M | +0.8% | +8.4% | -7.6% | 0.0% |
| 6M | -1.3% | +40.3% | -41.6% | -4.2% |
| YTD | -7.8% | +77.3% | -85.0% | -12.5% |
| 1Y | -5.0% | +88.0% | -92.9% | -10.3% |
| 3Y | +10.5% | +274.3% | -263.7% | -2.7% |
| 5Y | +22.0% | +142.9% | -120.9% | +7.1% |
| All | +25.1% | +184.4% | -159.3% | +7.9% |
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