+3.2%
MSFT vs LTH
+77.7%
-74.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +0.3% |
| 7D | -2.4% | -4.6% | +2.2% | -2.4% |
| 30D | -3.8% | +14.8% | -18.6% | -3.3% |
| 3M | +6.4% | +3.9% | +2.5% | +6.5% |
| 6M | +28.8% | +35.5% | -6.7% | +28.4% |
| YTD | +8.8% | +71.3% | -62.5% | +7.9% |
| 1Y | +3.2% | +75.7% | -72.5% | +2.2% |
| All | +3.2% | +77.7% | -74.5% | +2.2% |
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 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