+300.5%
P vs LTH
+183.0%
+117.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.4% |
| 7D | -9.6% | +7.0% | -16.6% | -11.2% |
| 30D | -33.4% | +15.4% | -48.9% | -35.8% |
| 3M | +14.2% | +7.0% | +7.2% | +12.0% |
| 6M | +31.6% | +46.9% | -15.3% | +18.5% |
| YTD | +53.5% | +76.4% | -22.9% | +30.2% |
| 1Y | +14.2% | +83.7% | -69.6% | -4.4% |
| 3Y | +190.5% | +248.9% | -58.4% | +106.6% |
| 5Y | +256.3% | +141.8% | +114.5% | +144.3% |
| All | +300.5% | +183.0% | +117.5% | +174.9% |
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