+21.4%
MDLZ vs LTH
+120.9%
-99.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.1% |
| 7D | -0.4% | -4.6% | +4.2% | 0.0% |
| 30D | +8.2% | +14.8% | -6.6% | +7.0% |
| 3M | +8.0% | +3.9% | +4.1% | +7.6% |
| 6M | +9.7% | +35.5% | -25.8% | +7.1% |
| YTD | +26.9% | +71.3% | -44.5% | +21.3% |
| 1Y | +20.9% | +75.7% | -54.8% | +15.3% |
| 3Y | +5.3% | +231.9% | -226.6% | -6.0% |
| 5Y | +21.4% | +130.5% | -109.1% | +4.6% |
| All | +21.4% | +120.9% | -99.5% | +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 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