+12.5%
MSCI vs LTH
+183.0%
-170.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.5% | +7.0% | -5.6% | 0.0% |
| 30D | +14.4% | +15.4% | -1.0% | +10.9% |
| 3M | +15.2% | +7.0% | +8.2% | +13.3% |
| 6M | +11.2% | +46.9% | -35.6% | +1.8% |
| YTD | +13.9% | +76.4% | -62.5% | -0.8% |
| 1Y | +12.5% | +83.7% | -71.2% | -3.1% |
| 3Y | +32.3% | +248.9% | -216.6% | -5.4% |
| 5Y | +4.9% | +141.8% | -137.0% | -29.6% |
| All | +12.5% | +183.0% | -170.5% | -24.2% |
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