+148.4%
MO vs LTH
+180.7%
-32.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.8% |
| 7D | +3.3% | -1.3% | +4.6% | +3.4% |
| 30D | +7.5% | +15.7% | -8.1% | +6.8% |
| 3M | +22.8% | +5.0% | +17.8% | +22.4% |
| 6M | +13.4% | +37.7% | -24.3% | +11.8% |
| YTD | +43.0% | +75.0% | -32.0% | +39.4% |
| 1Y | +45.2% | +82.6% | -37.4% | +41.3% |
| 3Y | +145.5% | +241.3% | -95.8% | +127.5% |
| 5Y | +157.1% | +135.4% | +21.6% | +134.0% |
| All | +148.4% | +180.7% | -32.3% | +125.3% |
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