+727.8%
MOD vs LTH
+184.4%
+543.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | -25.5% | +4.5% | -30.0% | -27.0% |
| 30D | -49.0% | +16.3% | -65.3% | -51.9% |
| 3M | -49.8% | +8.4% | -58.2% | -51.6% |
| 6M | -64.8% | +40.3% | -105.0% | -69.2% |
| YTD | -27.6% | +77.3% | -104.9% | -42.1% |
| 1Y | -35.2% | +88.0% | -123.2% | -49.1% |
| 3Y | +137.1% | +274.3% | -137.1% | +49.4% |
| 5Y | +760.3% | +142.9% | +617.4% | +460.0% |
| All | +727.8% | +184.4% | +543.5% | +436.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling