+14.3%
MSCI vs LTH
+186.2%
-171.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | +2.7% | +6.4% | -3.7% | +1.3% |
| 30D | +16.2% | +16.7% | -0.5% | +12.4% |
| 3M | +17.1% | +11.7% | +5.4% | +14.2% |
| 6M | +13.0% | +48.5% | -35.5% | +3.2% |
| YTD | +15.8% | +78.4% | -62.6% | +0.5% |
| 1Y | +15.5% | +89.7% | -74.2% | -1.2% |
| 3Y | +32.3% | +245.6% | -213.3% | -5.1% |
| 5Y | +8.2% | +142.7% | -134.5% | -27.6% |
| All | +14.3% | +186.2% | -171.9% | -23.1% |
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