+53.4%
ON vs LTH
+186.2%
-132.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -4.1% | +6.4% | -10.5% | -6.3% |
| 30D | -10.2% | +16.7% | -27.0% | -15.1% |
| 3M | -12.7% | +11.7% | -24.4% | -16.4% |
| 6M | -32.5% | +48.5% | -81.1% | -42.2% |
| YTD | +28.6% | +78.4% | -49.9% | +2.2% |
| 1Y | +43.4% | +89.7% | -46.3% | +11.3% |
| 3Y | +3.3% | +245.6% | -242.3% | -38.1% |
| 5Y | +22.5% | +142.7% | -120.2% | -28.8% |
| All | +53.4% | +186.2% | -132.8% | -11.3% |
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