+51.8%
MLM vs LTH
+183.0%
-131.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | -3.8% | +7.0% | -10.9% | -5.1% |
| 30D | +11.0% | +15.4% | -4.4% | +7.9% |
| 3M | -3.1% | +7.0% | -10.1% | -4.5% |
| 6M | -9.8% | +46.9% | -56.6% | -16.5% |
| YTD | -14.4% | +76.4% | -90.8% | -23.8% |
| 1Y | -12.6% | +83.7% | -96.3% | -22.8% |
| 3Y | +19.7% | +248.9% | -229.1% | -8.1% |
| 5Y | +29.8% | +141.8% | -112.1% | -2.8% |
| All | +51.8% | +183.0% | -131.1% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling