-13.4%
MLM vs LTH
+83.5%
-96.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | -3.8% | +7.0% | -10.9% | -5.6% |
| 30D | +11.0% | +15.4% | -4.4% | +6.7% |
| 3M | -3.1% | +7.0% | -10.1% | -4.9% |
| 6M | -9.8% | +46.9% | -56.6% | -18.6% |
| YTD | -14.4% | +76.4% | -90.8% | -27.6% |
| All | -13.4% | +83.5% | -96.9% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling