+52.3%
MSFT vs LTH
+268.4%
-216.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +1.7% | +4.5% | -2.8% | +1.2% |
| 30D | +0.2% | +16.3% | -16.2% | -1.3% |
| 3M | +6.4% | +8.4% | -2.0% | +5.4% |
| 6M | +28.7% | +40.3% | -11.6% | +23.6% |
| YTD | +10.4% | +77.3% | -66.9% | +2.4% |
| 1Y | +7.6% | +88.0% | -80.3% | -1.1% |
| 3Y | +52.3% | +274.3% | -222.0% | +34.4% |
| All | +52.3% | +268.4% | -216.1% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling