+157.0%
MRVL vs LTH
+174.8%
-17.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -0.9% |
| 7D | +23.1% | -4.6% | +27.8% | +25.4% |
| 30D | -38.8% | +14.8% | -53.6% | -42.6% |
| 3M | -24.2% | +3.9% | -28.2% | -26.3% |
| 6M | 0.0% | +35.5% | -35.5% | -13.9% |
| YTD | +93.8% | +71.3% | +22.5% | +48.6% |
| 1Y | +84.4% | +75.7% | +8.7% | +39.7% |
| 3Y | +203.6% | +231.9% | -28.3% | +71.2% |
| 5Y | +127.8% | +130.5% | -2.6% | +25.4% |
| All | +157.0% | +174.8% | -17.9% | +40.9% |
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