+32.0%
MLM vs LTH
+155.3%
-123.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -5.9% | -5.3% |
| 7D | -1.2% | +5.3% | -6.5% | -2.3% |
| 30D | +7.9% | +18.3% | -10.3% | +4.3% |
| 3M | -4.5% | +5.4% | -9.8% | -5.6% |
| 6M | -12.6% | +62.5% | -75.2% | -21.1% |
| YTD | -14.9% | +79.6% | -94.5% | -24.8% |
| 1Y | -13.1% | +88.1% | -101.2% | -23.9% |
| 3Y | +21.2% | +272.5% | -251.2% | -9.1% |
| 5Y | +32.0% | +146.1% | -114.1% | -2.5% |
| All | +32.0% | +155.3% | -123.3% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling