-21.8%
MKC vs LTH
+253.6%
-275.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.6% |
| 7D | -2.4% | +6.4% | -8.8% | -3.1% |
| 30D | +5.4% | +16.7% | -11.4% | +3.5% |
| 3M | -11.1% | +11.7% | -22.8% | -12.3% |
| 6M | -1.4% | +48.5% | -49.9% | -5.7% |
| YTD | -29.4% | +78.4% | -107.8% | -34.3% |
| 1Y | -24.7% | +89.7% | -114.4% | -30.5% |
| 3Y | -21.8% | +245.6% | -267.4% | -32.9% |
| All | -21.8% | +253.6% | -275.4% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling