+10.9%
MSCI vs LTH
+57.3%
-46.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | +2.8% | +4.5% | -1.7% | +2.6% |
| 30D | +15.4% | +16.3% | -0.9% | +15.2% |
| 3M | +13.4% | +8.4% | +5.0% | +12.6% |
| 6M | +10.9% | +40.3% | -29.4% | +19.9% |
| All | +10.9% | +57.3% | -46.4% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling