+42.7%
MKSI vs LTH
+84.0%
-41.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.3% | -11.3% | -5.6% |
| 7D | -10.7% | +9.9% | -20.5% | -11.5% |
| 30D | -30.5% | +18.3% | -48.8% | -31.8% |
| 3M | -39.2% | +5.9% | -45.1% | -39.4% |
| 6M | -33.0% | +80.3% | -113.3% | -39.8% |
| YTD | +22.3% | +78.3% | -56.0% | +10.0% |
| 1Y | +42.7% | +81.0% | -38.3% | +28.6% |
| All | +42.7% | +84.0% | -41.4% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling