+91.4%
MKSI vs LTH
+152.0%
-60.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.6% |
| 7D | +6.6% | -4.0% | +10.6% | +8.3% |
| 30D | -8.2% | -1.7% | -6.6% | -7.7% |
| 3M | -16.4% | +28.0% | -44.4% | -24.7% |
| 6M | +23.0% | +54.1% | -31.1% | +1.8% |
| YTD | +68.2% | +57.1% | +11.1% | +37.5% |
| 1Y | +148.6% | +45.8% | +102.8% | +108.5% |
| 3Y | +196.0% | +157.6% | +38.4% | +94.9% |
| All | +91.4% | +152.0% | -60.6% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling