+297.1%
P vs LTH
+186.2%
+110.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | -13.3% | +6.4% | -19.7% | -14.7% |
| 30D | -34.0% | +16.7% | -50.7% | -36.5% |
| 3M | +4.1% | +11.7% | -7.6% | +1.2% |
| 6M | +30.5% | +48.5% | -18.0% | +17.2% |
| YTD | +52.2% | +78.4% | -26.2% | +28.7% |
| 1Y | +10.3% | +89.7% | -79.4% | -8.4% |
| 3Y | +180.9% | +245.6% | -64.8% | +100.2% |
| 5Y | +259.7% | +142.7% | +117.0% | +145.9% |
| All | +297.1% | +186.2% | +110.9% | +171.9% |
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