+197.3%
MKSI vs LTH
+153.8%
+43.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | +2.7% | -4.0% | +6.7% | +4.2% |
| 30D | -12.8% | -5.3% | -7.5% | -11.0% |
| 3M | -22.5% | +19.0% | -41.5% | -28.4% |
| 6M | +19.4% | +55.8% | -36.4% | -2.1% |
| YTD | +67.7% | +56.1% | +11.6% | +36.5% |
| 1Y | +131.4% | +41.3% | +90.2% | +96.2% |
| 3Y | +197.3% | +156.6% | +40.7% | +103.3% |
| All | +197.3% | +153.8% | +43.5% | +103.3% |
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