+44.7%
PL vs LTH
+183.0%
-138.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.5% | +15.0% | +14.7% |
| 7D | +10.9% | +7.0% | +3.9% | +7.0% |
| 30D | -16.4% | +15.4% | -31.8% | -22.2% |
| 3M | -39.9% | +7.0% | -47.0% | -42.2% |
| 6M | -63.2% | +46.9% | -110.0% | -69.7% |
| YTD | -27.1% | +76.4% | -103.5% | -46.0% |
| 1Y | +12.2% | +83.7% | -71.6% | -18.6% |
| 3Y | +584.3% | +248.9% | +335.4% | +253.6% |
| 5Y | +37.0% | +141.8% | -104.8% | -23.1% |
| All | +44.7% | +183.0% | -138.3% | -18.6% |
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