+40.0%
PL vs LTH
+174.8%
-134.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -1.2% |
| 7D | +22.3% | -4.6% | +26.9% | +24.8% |
| 30D | -8.3% | +14.8% | -23.1% | -14.6% |
| 3M | -43.3% | +3.9% | -47.2% | -44.7% |
| 6M | -65.8% | +35.5% | -101.3% | -70.8% |
| YTD | -29.5% | +71.3% | -100.8% | -47.1% |
| 1Y | +11.7% | +75.7% | -64.0% | -17.1% |
| 3Y | +540.6% | +231.9% | +308.6% | +238.7% |
| 5Y | +32.9% | +130.5% | -97.6% | -24.4% |
| All | +40.0% | +174.8% | -134.9% | -20.3% |
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