-37.5%
MUZ vs LTH
+40.8%
-78.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.3% | -8.5% | -9.1% |
| 7D | +45.8% | +4.5% | +41.3% | +42.8% |
| 30D | +99.8% | +16.3% | +83.5% | +87.8% |
| 3M | +12.0% | +8.4% | +3.6% | +7.1% |
| All | -37.5% | +40.8% | -78.3% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling