+23.1%
MCD vs LTH
+180.7%
-157.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -1.6% | -1.3% | -0.4% | -1.5% |
| 30D | +14.1% | +15.7% | -1.5% | +12.7% |
| 3M | +0.6% | +5.0% | -4.4% | +0.1% |
| 6M | 0.0% | +37.7% | -37.7% | -2.8% |
| YTD | -9.3% | +75.0% | -84.3% | -13.8% |
| 1Y | -9.3% | +82.6% | -91.9% | -14.2% |
| 3Y | +8.6% | +241.3% | -232.7% | -3.7% |
| 5Y | +21.9% | +135.4% | -113.5% | +7.5% |
| All | +23.1% | +180.7% | -157.7% | +6.2% |
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