-27.7%
MKC vs LTH
+156.3%
-184.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | -0.2% |
| 7D | -4.3% | +1.5% | -5.9% | -4.5% |
| 30D | -2.0% | -3.1% | +1.1% | -1.8% |
| 3M | +10.0% | +28.1% | -18.1% | +8.2% |
| 6M | -18.5% | +67.4% | -85.9% | -21.4% |
| YTD | -22.4% | +59.8% | -82.2% | -25.0% |
| 1Y | -23.6% | +45.6% | -69.2% | -25.8% |
| 3Y | -30.4% | +162.0% | -192.4% | -35.0% |
| All | -27.7% | +156.3% | -184.0% | -35.2% |
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