+56.6%
ON vs LTH
+156.3%
-99.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.7% | -3.8% |
| 7D | -2.2% | +1.5% | -3.7% | -2.7% |
| 30D | -12.4% | -3.1% | -9.4% | -11.6% |
| 3M | -41.2% | +28.1% | -69.3% | -46.8% |
| 6M | +25.0% | +67.4% | -42.4% | +2.0% |
| YTD | +31.3% | +59.8% | -28.5% | +8.7% |
| 1Y | +45.4% | +45.6% | -0.2% | +24.0% |
| 3Y | -27.4% | +162.0% | -189.4% | -52.0% |
| All | +56.6% | +156.3% | -99.7% | -5.6% |
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