+14.9%
MSCI vs LTH
+180.7%
-165.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +0.9% |
| 7D | +3.0% | -1.3% | +4.3% | +3.3% |
| 30D | +17.8% | +15.7% | +2.1% | +14.2% |
| 3M | +15.2% | +5.0% | +10.2% | +13.8% |
| 6M | +16.5% | +37.7% | -21.2% | +8.2% |
| YTD | +16.4% | +75.0% | -58.7% | +1.5% |
| 1Y | +16.8% | +82.6% | -65.8% | +0.8% |
| 3Y | +35.8% | +241.3% | -205.5% | -2.4% |
| 5Y | +7.0% | +135.4% | -128.5% | -28.1% |
| All | +14.9% | +180.7% | -165.9% | -22.4% |
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