+713.8%
MOD vs LTH
+155.3%
+558.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.0% | -7.5% |
| 7D | -34.2% | +5.3% | -39.4% | -35.6% |
| 30D | -51.9% | +18.3% | -70.1% | -54.9% |
| 3M | -53.0% | +5.4% | -58.4% | -54.3% |
| 6M | -66.4% | +62.5% | -128.9% | -72.2% |
| YTD | -31.5% | +79.6% | -111.2% | -45.6% |
| 1Y | -39.6% | +88.1% | -127.7% | -52.7% |
| 3Y | +116.8% | +272.5% | -155.6% | +35.7% |
| 5Y | +713.8% | +146.1% | +567.7% | +420.2% |
| All | +713.8% | +155.3% | +558.5% | +420.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling