+16.8%
MSCI vs LTH
+79.8%
-62.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.2% |
| 7D | +3.0% | -1.3% | +4.3% | +3.1% |
| 30D | +17.8% | +15.7% | +2.1% | +16.8% |
| 3M | +15.2% | +5.0% | +10.2% | +14.6% |
| 6M | +16.5% | +37.7% | -21.2% | +15.4% |
| YTD | +16.4% | +75.0% | -58.7% | +11.3% |
| 1Y | +16.8% | +82.6% | -65.8% | +10.5% |
| All | +16.8% | +79.8% | -62.9% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling