+11.5%
MSCI vs LTH
+184.4%
-172.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +2.8% | +4.5% | -1.7% | +1.9% |
| 30D | +15.4% | +16.3% | -0.9% | +11.7% |
| 3M | +13.4% | +8.4% | +5.0% | +11.3% |
| 6M | +10.9% | +40.3% | -29.4% | +2.5% |
| YTD | +13.0% | +77.3% | -64.3% | -1.8% |
| 1Y | +12.0% | +88.0% | -75.9% | -4.0% |
| 3Y | +34.1% | +274.3% | -240.2% | -5.9% |
| 5Y | +3.9% | +142.9% | -139.0% | -30.3% |
| All | +11.5% | +184.4% | -172.8% | -24.9% |
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 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