+158.4%
MS vs LTH
+160.9%
-2.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -0.3% | -4.6% | +4.3% | +0.7% |
| 3M | +0.3% | +32.8% | -32.5% | -6.5% |
| 6M | +31.3% | +64.6% | -33.3% | +15.7% |
| YTD | +24.7% | +62.6% | -38.0% | +9.9% |
| 1Y | +47.9% | +49.9% | -2.0% | +32.6% |
| 3Y | +178.3% | +151.3% | +27.0% | +117.5% |
| All | +158.4% | +160.9% | -2.5% | +92.9% |
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 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