+5.3%
MDLZ vs LTH
+249.2%
-243.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +7.9% | +17.7% | -9.8% | +6.7% |
| 3M | +8.9% | +8.5% | +0.5% | +8.2% |
| 6M | +10.5% | +46.9% | -36.4% | +7.8% |
| YTD | +27.1% | +78.8% | -51.6% | +22.2% |
| 1Y | +20.9% | +84.9% | -64.0% | +16.0% |
| All | +5.3% | +249.2% | -243.9% | -4.6% |
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 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