+24.0%
MELI vs LTH
+156.3%
-132.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.9% | -2.0% |
| 7D | -1.9% | +1.5% | -3.4% | -2.4% |
| 30D | +5.8% | -3.1% | +8.9% | +6.8% |
| 3M | +19.5% | +28.1% | -8.6% | +9.0% |
| 6M | +7.7% | +67.4% | -59.7% | -12.0% |
| YTD | -4.4% | +59.8% | -64.2% | -20.7% |
| 1Y | -17.9% | +45.6% | -63.5% | -29.9% |
| 3Y | +34.9% | +162.0% | -127.1% | -16.0% |
| All | +24.0% | +156.3% | -132.4% | -29.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling