+14.5%
PL vs LTH
+188.2%
-173.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.8% | -10.9% | -10.5% |
| 7D | -20.5% | +5.3% | -25.8% | -22.6% |
| 30D | -38.8% | +18.3% | -57.0% | -43.6% |
| 3M | -49.1% | +5.4% | -54.5% | -50.7% |
| 6M | -69.4% | +62.5% | -131.9% | -75.9% |
| YTD | -42.3% | +79.6% | -122.0% | -57.6% |
| 1Y | -14.2% | +88.1% | -102.3% | -38.4% |
| 3Y | +398.7% | +272.5% | +126.2% | +149.6% |
| 5Y | +11.1% | +146.1% | -135.0% | -38.1% |
| All | +14.5% | +188.2% | -173.7% | -36.1% |
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