+1,053.2%
MULL vs LTH
+96.8%
+956.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.2% |
| 7D | -32.2% | +6.4% | -38.6% | -35.5% |
| 30D | -55.4% | +16.7% | -72.1% | -60.4% |
| 3M | -41.3% | +11.7% | -52.9% | -46.7% |
| 6M | -44.9% | +48.5% | -93.4% | -62.0% |
| YTD | +192.4% | +78.4% | +114.0% | +69.8% |
| 1Y | +239.4% | +89.7% | +149.8% | +85.4% |
| All | +1,053.2% | +96.8% | +956.5% | +554.3% |
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