+15.7%
MCD vs LTH
+160.9%
-145.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -6.0% | -4.6% | -1.4% | -5.7% |
| 3M | -5.6% | +32.8% | -38.4% | -7.9% |
| 6M | -21.9% | +64.6% | -86.5% | -25.3% |
| YTD | -14.7% | +62.6% | -77.3% | -18.4% |
| 1Y | -17.3% | +49.9% | -67.2% | -20.4% |
| 3Y | -2.2% | +151.3% | -153.5% | -11.2% |
| All | +15.7% | +160.9% | -145.2% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling