+116.3%
MP vs LTH
+273.3%
-157.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.2% |
| 7D | -19.0% | +5.3% | -24.3% | -19.9% |
| 30D | -30.5% | +18.3% | -48.7% | -33.1% |
| 3M | -29.6% | +5.4% | -35.0% | -30.5% |
| 6M | -50.4% | +62.5% | -113.0% | -56.4% |
| YTD | -33.2% | +79.6% | -112.9% | -43.2% |
| 1Y | -38.6% | +88.1% | -126.7% | -48.4% |
| All | +116.3% | +273.3% | -157.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling