+48.2%
MLM vs LTH
+184.4%
-136.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -4.1% | +4.5% | -8.6% | -5.0% |
| 30D | +8.2% | +16.3% | -8.2% | +5.0% |
| 3M | -3.6% | +8.4% | -12.0% | -5.3% |
| 6M | -15.6% | +40.3% | -55.8% | -21.2% |
| YTD | -16.4% | +77.3% | -93.7% | -25.7% |
| 1Y | -14.3% | +88.0% | -102.3% | -24.7% |
| 3Y | +19.3% | +274.3% | -254.9% | -9.7% |
| 5Y | +29.6% | +142.9% | -113.3% | -3.0% |
| All | +48.2% | +184.4% | -136.2% | +12.7% |
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