+87.5%
MSFT vs LTH
+184.4%
-96.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +1.7% | +4.5% | -2.8% | +1.0% |
| 30D | +0.2% | +16.3% | -16.2% | -2.3% |
| 3M | +6.4% | +8.4% | -2.0% | +4.8% |
| 6M | +28.7% | +40.3% | -11.6% | +20.7% |
| YTD | +10.4% | +77.3% | -66.9% | -1.5% |
| 1Y | +7.6% | +88.0% | -80.3% | -5.1% |
| 3Y | +52.3% | +274.3% | -222.0% | +14.4% |
| 5Y | +64.5% | +142.9% | -78.4% | +22.3% |
| All | +87.5% | +184.4% | -96.9% | +38.2% |
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