+27.7%
MCD vs LTH
+186.2%
-158.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.2% |
| 7D | +7.3% | +6.4% | +0.9% | +6.7% |
| 30D | +20.0% | +16.7% | +3.2% | +18.4% |
| 3M | +3.8% | +11.7% | -7.9% | +2.8% |
| 6M | +3.8% | +48.5% | -44.8% | +0.2% |
| YTD | -5.9% | +78.4% | -84.3% | -10.7% |
| 1Y | -3.2% | +89.7% | -92.9% | -8.7% |
| 3Y | +13.3% | +245.6% | -232.3% | +0.4% |
| 5Y | +25.2% | +142.7% | -117.4% | +10.0% |
| All | +27.7% | +186.2% | -158.5% | +10.1% |
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