+110.7%
MCK vs LTH
+153.8%
-43.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.9% | -4.0% | +1.1% | -3.0% |
| 30D | +0.4% | -5.3% | +5.7% | +0.3% |
| 3M | +12.1% | +19.0% | -6.9% | +12.9% |
| 6M | -5.4% | +55.8% | -61.2% | -4.1% |
| YTD | +7.8% | +56.1% | -48.3% | +9.1% |
| 1Y | +22.9% | +41.3% | -18.3% | +24.4% |
| 3Y | +110.7% | +156.6% | -45.9% | +127.3% |
| All | +110.7% | +153.8% | -43.1% | +127.3% |
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