+25.3%
MDT vs LTH
+159.8%
-134.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.7% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | +6.0% | -3.1% | +9.1% | +6.3% |
| 3M | +15.5% | +28.1% | -12.6% | +12.2% |
| 6M | +3.4% | +67.4% | -64.0% | -3.0% |
| YTD | -2.2% | +59.8% | -61.9% | -7.9% |
| 1Y | +2.6% | +45.6% | -43.0% | -2.5% |
| All | +25.3% | +159.8% | -134.5% | +8.5% |
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