+53.8%
NDAQ vs LTH
+156.3%
-102.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -2.6% | +1.5% | -4.1% | -2.8% |
| 30D | +0.5% | -3.1% | +3.5% | +0.9% |
| 3M | +9.9% | +28.1% | -18.2% | +5.2% |
| 6M | +8.2% | +67.4% | -59.2% | -1.7% |
| YTD | -1.5% | +59.8% | -61.3% | -9.8% |
| 1Y | +1.3% | +45.6% | -44.3% | -5.9% |
| 3Y | +92.6% | +162.0% | -69.4% | +59.6% |
| All | +53.8% | +156.3% | -102.5% | +19.5% |
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 · 6 months rolling