-2.5%
MDLN vs LTH
+77.3%
-79.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.0% | -4.6% |
| 7D | +0.6% | -4.6% | +5.2% | +1.2% |
| 30D | +12.0% | +14.8% | -2.8% | +11.3% |
| 3M | +12.6% | +3.9% | +8.7% | +12.7% |
| 6M | +3.7% | +35.5% | -31.8% | +4.6% |
| YTD | -4.8% | +71.3% | -76.1% | -0.7% |
| All | -2.5% | +77.3% | -79.8% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling