+148.1%
MTZ vs LTH
+152.2%
-4.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | -0.6% | -0.9% | -1.4% |
| 30D | -11.1% | -4.6% | -6.5% | -9.7% |
| 3M | -36.7% | +32.8% | -69.5% | -43.5% |
| 6M | -21.9% | +64.6% | -86.6% | -36.4% |
| YTD | +9.1% | +62.6% | -53.5% | -11.4% |
| 1Y | +30.0% | +49.9% | -20.0% | +8.7% |
| All | +148.1% | +152.2% | -4.1% | +60.4% |
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