+814.1%
MOD vs LTH
+186.8%
+627.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +8.2% | +0.3% | +8.0% | +8.1% |
| 30D | -38.2% | +17.7% | -55.9% | -42.0% |
| 3M | -46.2% | +8.5% | -54.7% | -48.2% |
| 6M | -62.5% | +46.9% | -109.5% | -67.8% |
| YTD | -20.1% | +78.8% | -98.9% | -36.3% |
| 1Y | -29.7% | +84.9% | -114.6% | -44.4% |
| 3Y | +136.2% | +246.4% | -110.2% | +52.3% |
| 5Y | +820.4% | +129.6% | +690.8% | +499.4% |
| All | +814.1% | +186.8% | +627.3% | +490.9% |
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