-45.5%
MUZ vs LTH
+40.1%
-85.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.5% | -12.3% | -12.5% |
| 7D | +14.0% | +7.0% | +7.0% | +11.0% |
| 30D | +57.6% | +15.4% | +42.1% | +48.8% |
| 3M | -3.1% | +7.0% | -10.1% | -6.7% |
| All | -45.5% | +40.1% | -85.6% | -3.4% |
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 · Available span rolling