+96.7%
META vs LTH
+186.2%
-89.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +3.3% | +6.4% | -3.1% | +1.2% |
| 30D | -10.8% | +16.7% | -27.5% | -15.3% |
| 3M | +7.9% | +11.7% | -3.8% | +3.6% |
| 6M | +5.4% | +48.5% | -43.1% | -8.3% |
| YTD | -2.6% | +78.4% | -81.0% | -21.3% |
| 1Y | +1.9% | +89.7% | -87.8% | -19.5% |
| 3Y | +97.0% | +245.6% | -148.7% | +22.4% |
| 5Y | +97.6% | +142.7% | -45.0% | +18.5% |
| All | +96.7% | +186.2% | -89.5% | +17.5% |
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