-5.0%
MCD vs LTH
+84.4%
-89.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +7.1% | +4.5% | +2.6% | +6.5% |
| 30D | +19.8% | +16.3% | +3.4% | +17.8% |
| 3M | +0.8% | +8.4% | -7.6% | -0.1% |
| 6M | -1.3% | +40.3% | -41.6% | -4.5% |
| YTD | -7.8% | +77.3% | -85.0% | -14.2% |
| 1Y | -5.0% | +88.0% | -92.9% | -13.5% |
| All | -5.0% | +84.4% | -89.4% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling