+964.5%
MU vs LTH
+183.0%
+781.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.7% | +6.4% |
| 7D | -12.0% | +7.0% | -19.1% | -13.9% |
| 30D | -28.7% | +15.4% | -44.2% | -31.9% |
| 3M | -16.4% | +7.0% | -23.5% | -18.6% |
| 6M | -1.8% | +46.9% | -48.7% | -13.7% |
| YTD | +157.1% | +76.4% | +80.7% | +112.2% |
| 1Y | +208.5% | +83.7% | +124.8% | +151.2% |
| 3Y | +906.2% | +248.9% | +657.3% | +562.7% |
| 5Y | +893.4% | +141.8% | +751.6% | +539.1% |
| All | +964.5% | +183.0% | +781.5% | +577.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling