+47.9%
MLM vs LTH
+174.8%
-126.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.5% |
| 7D | -2.0% | -4.6% | +2.6% | -1.1% |
| 30D | +9.5% | +14.8% | -5.3% | +6.5% |
| 3M | -4.7% | +3.9% | -8.7% | -5.6% |
| 6M | -10.7% | +35.5% | -46.2% | -16.1% |
| YTD | -16.6% | +71.3% | -87.9% | -25.4% |
| 1Y | -15.4% | +75.7% | -91.1% | -24.7% |
| 3Y | +15.9% | +231.9% | -216.0% | -10.2% |
| 5Y | +27.1% | +130.5% | -103.3% | -4.5% |
| All | +47.9% | +174.8% | -126.9% | +13.2% |
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 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