+0.5%
MCHP vs LTH
+159.1%
-158.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | +2.8% | +1.5% | +1.2% | +2.3% |
| 30D | -12.8% | -3.1% | -9.8% | -12.0% |
| 3M | -19.2% | +28.1% | -47.3% | -25.8% |
| 6M | +14.5% | +67.4% | -52.9% | -4.1% |
| YTD | +17.1% | +59.8% | -42.7% | -0.7% |
| 1Y | +15.3% | +45.6% | -30.3% | +0.4% |
| 3Y | +0.5% | +162.0% | -161.5% | -26.7% |
| All | +0.5% | +159.1% | -158.7% | -26.7% |
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