+72.3%
MET vs LTH
+152.0%
-79.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -0.8% | -4.0% | +3.2% | 0.0% |
| 30D | -1.4% | -1.7% | +0.3% | -1.1% |
| 3M | +12.5% | +28.0% | -15.5% | +7.2% |
| 6M | +37.1% | +54.1% | -17.0% | +25.5% |
| YTD | +23.8% | +57.1% | -33.3% | +12.8% |
| 1Y | +24.1% | +45.8% | -21.6% | +14.5% |
| 3Y | +65.2% | +157.6% | -92.4% | +36.5% |
| All | +72.3% | +152.0% | -79.6% | +37.8% |
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