+2,330.7%
MULL vs LTH
+72.1%
+2,258.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -8.9% |
| 7D | +3.6% | -3.7% | +7.3% | +6.5% |
| 30D | +22.0% | -5.3% | +27.3% | +26.4% |
| 3M | -8.6% | +24.2% | -32.8% | -26.8% |
| 6M | +248.5% | +54.8% | +193.7% | +128.2% |
| YTD | +516.3% | +56.1% | +460.2% | +299.0% |
| 1Y | +2,036.6% | +45.5% | +1,991.1% | +1,361.2% |
| All | +2,330.7% | +72.1% | +2,258.6% | +1,437.5% |
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