+276.8%
P vs LTH
+184.4%
+92.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +3.8% |
| 7D | -23.8% | +4.5% | -28.3% | -24.7% |
| 30D | -36.6% | +16.3% | -53.0% | -39.0% |
| 3M | +10.9% | +8.4% | +2.5% | +8.5% |
| 6M | +30.0% | +40.3% | -10.3% | +18.4% |
| YTD | +44.4% | +77.3% | -32.9% | +22.3% |
| 1Y | +3.9% | +88.0% | -84.0% | -13.5% |
| 3Y | +176.6% | +274.3% | -97.7% | +93.2% |
| 5Y | +249.3% | +142.9% | +106.4% | +139.2% |
| All | +276.8% | +184.4% | +92.4% | +158.3% |
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