+2,444.0%
MULL vs LTH
+76.2%
+2,367.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -1.8% |
| 7D | +14.0% | +1.5% | +12.5% | +12.8% |
| 30D | +24.8% | -3.1% | +27.9% | +27.2% |
| 3M | -16.1% | +28.1% | -44.2% | -34.4% |
| 6M | +330.9% | +67.4% | +263.5% | +164.7% |
| YTD | +545.0% | +59.8% | +485.2% | +310.7% |
| 1Y | +2,427.1% | +45.6% | +2,381.5% | +1,642.2% |
| All | +2,444.0% | +76.2% | +2,367.7% | +1,482.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling