-11.5%
MTZ vs LTH
+84.4%
-95.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.9% | +9.5% |
| 7D | -6.4% | +4.5% | -10.9% | -6.2% |
| 30D | -22.1% | +16.3% | -38.4% | -22.4% |
| 3M | -32.7% | +8.4% | -41.1% | -32.6% |
| 6M | -59.8% | +40.3% | -100.1% | -61.5% |
| YTD | -19.9% | +77.3% | -97.2% | -27.0% |
| 1Y | -11.5% | +88.0% | -99.4% | -20.4% |
| All | -11.5% | +84.4% | -95.9% | -20.4% |
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 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