+2,523.1%
MULL vs LTH
+79.4%
+2,443.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.6% |
| 7D | +17.3% | -0.6% | +17.9% | +17.7% |
| 30D | +23.5% | -4.6% | +28.1% | +27.3% |
| 3M | -24.0% | +32.8% | -56.8% | -42.0% |
| 6M | +276.7% | +64.6% | +212.1% | +136.2% |
| YTD | +565.1% | +62.6% | +502.4% | +318.1% |
| 1Y | +2,802.6% | +49.9% | +2,752.6% | +1,849.9% |
| All | +2,523.1% | +79.4% | +2,443.7% | +1,511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling