+53.3%
MSFT vs LTH
+152.2%
-98.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -2.7% | -0.6% | -2.0% | -2.7% |
| 30D | +2.7% | -4.6% | +7.3% | +3.1% |
| 3M | +17.0% | +32.8% | -15.9% | +13.4% |
| 6M | +23.8% | +64.6% | -40.8% | +16.7% |
| YTD | +4.0% | +62.6% | -58.7% | -1.9% |
| 1Y | -0.8% | +49.9% | -50.8% | -5.6% |
| All | +53.3% | +152.2% | -98.9% | +43.4% |
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