+995.4%
MU vs LTH
+249.2%
+746.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.8% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -18.0% | +17.7% | -35.7% | -21.4% |
| 3M | -6.6% | +8.5% | -15.0% | -8.8% |
| 6M | +2.0% | +46.9% | -44.9% | -9.6% |
| YTD | +184.5% | +78.8% | +105.7% | +136.9% |
| 1Y | +236.9% | +84.9% | +152.0% | +177.9% |
| All | +995.4% | +249.2% | +746.2% | +739.4% |
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