+78.9%
MET vs LTH
+142.9%
-64.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -1.2% | +4.5% | -5.6% | -2.0% |
| 30D | +3.2% | +16.3% | -13.1% | +0.2% |
| 3M | -1.1% | +8.4% | -9.5% | -2.8% |
| 6M | +25.0% | +40.3% | -15.2% | +16.7% |
| YTD | +27.9% | +77.3% | -49.4% | +13.6% |
| 1Y | +32.9% | +88.0% | -55.1% | +16.6% |
| 3Y | +78.8% | +274.3% | -195.5% | +37.8% |
| All | +78.9% | +142.9% | -64.0% | +38.6% |
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