0.0%
MSFT vs LTH
+46.4%
-46.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -1.4% | +1.5% | -2.9% | -1.3% |
| 30D | -1.0% | -3.1% | +2.0% | -1.1% |
| 3M | +20.2% | +28.1% | -7.9% | +19.7% |
| 6M | +21.3% | +67.4% | -46.1% | +19.3% |
| YTD | +2.8% | +59.8% | -57.0% | +1.8% |
| 1Y | 0.0% | +45.6% | -45.6% | -2.6% |
| All | 0.0% | +46.4% | -46.5% | -2.6% |
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