+783.2%
MOD vs LTH
+186.2%
+597.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.3% |
| 7D | -17.8% | +6.4% | -24.2% | -20.0% |
| 30D | -43.2% | +16.7% | -60.0% | -46.6% |
| 3M | -46.0% | +11.7% | -57.7% | -48.5% |
| 6M | -62.2% | +48.5% | -110.8% | -67.7% |
| YTD | -22.8% | +78.4% | -101.2% | -38.4% |
| 1Y | -35.5% | +89.7% | -125.2% | -49.5% |
| 3Y | +128.2% | +245.6% | -117.4% | +47.2% |
| 5Y | +791.6% | +142.7% | +648.9% | +479.4% |
| All | +783.2% | +186.2% | +597.0% | +471.3% |
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 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