+52.3%
ON vs LTH
+183.0%
-130.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.6% | +9.3% |
| 7D | -1.4% | +7.0% | -8.4% | -3.8% |
| 30D | -10.9% | +15.4% | -26.3% | -15.3% |
| 3M | -14.9% | +7.0% | -21.9% | -17.2% |
| 6M | -33.0% | +46.9% | -79.9% | -42.4% |
| YTD | +27.6% | +76.4% | -48.8% | +1.8% |
| 1Y | +44.5% | +83.7% | -39.2% | +13.4% |
| 3Y | +7.4% | +248.9% | -241.5% | -35.9% |
| 5Y | +18.7% | +141.8% | -123.1% | -30.8% |
| All | +52.3% | +183.0% | -130.7% | -11.6% |
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