+358.4%
MCK vs LTH
+152.0%
+206.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | -3.6% | -4.0% | +0.4% | -3.6% |
| 30D | +1.4% | -1.7% | +3.1% | +1.4% |
| 3M | +13.8% | +28.0% | -14.2% | +14.1% |
| 6M | -5.2% | +54.1% | -59.2% | -4.9% |
| YTD | +9.0% | +57.1% | -48.0% | +9.2% |
| 1Y | +26.9% | +45.8% | -18.9% | +27.1% |
| 3Y | +114.7% | +157.6% | -42.8% | +116.1% |
| All | +358.4% | +152.0% | +206.4% | +371.0% |
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 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