+127.6%
MS vs LTH
+186.8%
-59.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +0.9% | +17.7% | -16.8% | -2.9% |
| 3M | -10.8% | +8.5% | -19.3% | -12.7% |
| 6M | +0.9% | +46.9% | -46.0% | -8.3% |
| YTD | +9.8% | +78.8% | -69.0% | -5.4% |
| 1Y | +17.1% | +84.9% | -67.8% | 0.0% |
| 3Y | +175.7% | +246.4% | -70.7% | +101.6% |
| 5Y | +125.9% | +129.6% | -3.7% | +60.1% |
| All | +127.6% | +186.8% | -59.2% | +66.0% |
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 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