+17.5%
O vs LTH
+174.8%
-157.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | 0.0% |
| 7D | -0.4% | -4.6% | +4.2% | +0.2% |
| 30D | +8.3% | +14.8% | -6.5% | +6.4% |
| 3M | -4.0% | +3.9% | -7.9% | -4.5% |
| 6M | -2.6% | +35.5% | -38.1% | -6.3% |
| YTD | +9.9% | +71.3% | -61.4% | +2.3% |
| 1Y | +9.8% | +75.7% | -65.9% | +1.9% |
| 3Y | +39.7% | +231.9% | -192.2% | +16.7% |
| 5Y | +9.2% | +130.5% | -121.3% | -10.8% |
| All | +17.5% | +174.8% | -157.4% | -3.5% |
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