+1,362.4%
MU vs LTH
+152.2%
+1,210.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +9.0% | -0.6% | +9.6% | +9.1% |
| 30D | +13.8% | -4.6% | +18.4% | +15.0% |
| 3M | +2.1% | +32.8% | -30.7% | -6.1% |
| 6M | +153.8% | +64.6% | +89.2% | +119.6% |
| YTD | +256.4% | +62.6% | +193.7% | +208.8% |
| 1Y | +719.8% | +49.9% | +669.8% | +623.5% |
| All | +1,362.4% | +152.2% | +1,210.2% | +1,129.9% |
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 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