-0.3%
MDT vs LTH
+143.1%
-143.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | +10.5% | +17.7% | -7.2% | +8.2% |
| 3M | +13.0% | +8.5% | +4.5% | +11.7% |
| 6M | +38.7% | +46.9% | -8.3% | +31.7% |
| YTD | +8.5% | +78.8% | -70.3% | 0.0% |
| 1Y | +10.0% | +84.9% | -74.9% | +0.9% |
| 3Y | +58.6% | +246.4% | -187.8% | +31.8% |
| 5Y | -0.3% | +129.6% | -129.9% | -18.0% |
| All | -0.3% | +143.1% | -143.4% | -18.0% |
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 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