+47.2%
MLM vs LTH
+160.9%
-113.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -6.8% | -4.6% | -2.2% | -6.0% |
| 3M | -11.2% | +32.8% | -44.0% | -16.1% |
| 6M | -21.8% | +64.6% | -86.5% | -29.4% |
| YTD | -17.0% | +62.6% | -79.6% | -24.9% |
| 1Y | -16.4% | +49.9% | -66.3% | -23.3% |
| 3Y | +14.5% | +151.3% | -136.9% | -6.6% |
| All | +47.2% | +160.9% | -113.7% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling