-2.6%
MTZ vs LTH
+76.0%
-78.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -2.3% |
| 7D | +16.5% | -4.6% | +21.1% | +16.2% |
| 30D | -10.2% | +14.8% | -25.0% | -10.8% |
| 3M | -34.2% | +3.9% | -38.1% | -34.0% |
| 6M | -56.0% | +35.5% | -91.5% | -57.8% |
| YTD | -14.8% | +71.3% | -86.2% | -22.1% |
| All | -2.6% | +76.0% | -78.6% | -11.6% |
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