+79.1%
META vs LTH
+155.3%
-76.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.2% |
| 7D | -3.1% | +5.3% | -8.4% | -4.7% |
| 30D | -18.1% | +18.3% | -36.4% | -22.6% |
| 3M | +2.9% | +5.4% | -2.5% | +0.6% |
| 6M | +0.2% | +62.5% | -62.3% | -15.9% |
| YTD | -8.1% | +79.6% | -87.7% | -26.1% |
| 1Y | -4.5% | +88.1% | -92.7% | -24.6% |
| 3Y | +94.2% | +272.5% | -178.3% | +16.0% |
| 5Y | +79.1% | +146.1% | -67.1% | +6.7% |
| All | +79.1% | +155.3% | -76.3% | +6.7% |
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 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