+85.6%
MET vs LTH
+186.2%
-100.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.5% |
| 7D | +1.8% | +6.4% | -4.6% | +0.6% |
| 30D | +4.8% | +16.7% | -11.9% | +1.8% |
| 3M | +6.2% | +11.7% | -5.5% | +3.9% |
| 6M | +33.8% | +48.5% | -14.7% | +23.8% |
| YTD | +33.3% | +78.4% | -45.1% | +18.5% |
| 1Y | +36.3% | +89.7% | -53.3% | +19.8% |
| 3Y | +84.6% | +245.6% | -161.0% | +45.2% |
| 5Y | +87.7% | +142.7% | -55.0% | +46.0% |
| All | +85.6% | +186.2% | -100.6% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling