+13.4%
MCD vs LTH
+240.3%
-226.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +5.9% | +7.0% | -1.1% | +5.3% |
| 30D | +19.6% | +15.4% | +4.2% | +18.1% |
| 3M | +3.3% | +7.0% | -3.8% | +2.6% |
| 6M | +3.5% | +46.9% | -43.4% | +0.1% |
| YTD | -6.1% | +76.4% | -82.5% | -10.9% |
| 1Y | -3.7% | +83.7% | -87.4% | -8.9% |
| 3Y | +13.4% | +248.9% | -235.5% | +1.0% |
| All | +13.4% | +240.3% | -226.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling