+31.8%
MCK vs LTH
+54.1%
-22.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.4% |
| 7D | +1.7% | -0.6% | +2.4% | +1.7% |
| 30D | +3.6% | -4.6% | +8.2% | +3.3% |
| 3M | +20.1% | +32.8% | -12.7% | +24.1% |
| 6M | -7.0% | +64.6% | -71.6% | -2.4% |
| YTD | +11.0% | +62.6% | -51.6% | +14.4% |
| 1Y | +31.8% | +49.9% | -18.1% | +37.0% |
| All | +31.8% | +54.1% | -22.3% | +37.0% |
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 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