-54.6%
MRNA vs LTH
+156.3%
-210.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.2% |
| 7D | -9.0% | +1.5% | -10.6% | -9.4% |
| 30D | +137.2% | -3.1% | +140.2% | +137.5% |
| 3M | +194.8% | +28.1% | +166.7% | +174.6% |
| 6M | +167.2% | +67.4% | +99.8% | +131.7% |
| YTD | +375.9% | +59.8% | +316.1% | +316.6% |
| 1Y | +465.2% | +45.6% | +419.6% | +405.7% |
| 3Y | +30.4% | +162.0% | -131.6% | -1.1% |
| All | -54.6% | +156.3% | -210.9% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling