+113.9%
MO vs LTH
+150.3%
-36.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.4% |
| 7D | -1.0% | -3.7% | +2.7% | -0.8% |
| 30D | +5.8% | -5.3% | +11.1% | +6.0% |
| 3M | -4.5% | +24.2% | -28.7% | -5.3% |
| 6M | +5.7% | +54.8% | -49.1% | +3.8% |
| YTD | +23.1% | +56.1% | -32.9% | +20.7% |
| 1Y | +10.9% | +45.5% | -34.6% | +9.0% |
| 3Y | +96.1% | +155.9% | -59.8% | +84.0% |
| All | +113.9% | +150.3% | -36.4% | +95.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling