+22.8%
OMC vs LTH
+152.0%
-129.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.2% |
| 7D | -4.2% | -4.0% | -0.2% | -3.6% |
| 30D | -7.5% | -1.7% | -5.8% | -7.3% |
| 3M | +4.6% | +28.0% | -23.4% | +0.4% |
| 6M | -4.8% | +54.1% | -58.9% | -12.0% |
| YTD | -1.0% | +57.1% | -58.1% | -8.9% |
| 1Y | +3.8% | +45.8% | -41.9% | -3.4% |
| 3Y | +10.2% | +157.6% | -147.3% | -9.1% |
| All | +22.8% | +152.0% | -129.2% | -2.9% |
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