+855.4%
MU vs LTH
+268.4%
+587.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.4% |
| 7D | -22.0% | +4.5% | -26.5% | -22.9% |
| 30D | -36.6% | +16.3% | -52.9% | -39.0% |
| 3M | -21.7% | +8.4% | -30.1% | -23.6% |
| 6M | +3.5% | +40.3% | -36.7% | -6.8% |
| YTD | +141.9% | +77.3% | +64.7% | +102.8% |
| 1Y | +189.8% | +88.0% | +101.9% | +138.9% |
| 3Y | +855.4% | +274.3% | +581.1% | +633.3% |
| All | +855.4% | +268.4% | +587.0% | +633.3% |
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