+114.0%
MS vs LTH
+155.3%
-41.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.1% |
| 7D | -3.4% | +5.3% | -8.7% | -4.6% |
| 30D | -3.9% | +18.3% | -22.2% | -7.7% |
| 3M | -15.9% | +5.4% | -21.3% | -17.1% |
| 6M | -2.5% | +62.5% | -65.0% | -13.9% |
| YTD | +5.1% | +79.6% | -74.6% | -10.0% |
| 1Y | +13.0% | +88.1% | -75.2% | -4.4% |
| 3Y | +160.7% | +272.5% | -111.8% | +85.0% |
| 5Y | +114.0% | +146.1% | -32.1% | +51.5% |
| All | +114.0% | +155.3% | -41.3% | +51.5% |
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