+39.1%
PL vs LTH
+180.7%
-141.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.6% |
| 7D | +10.0% | -1.3% | +11.3% | +10.6% |
| 30D | -2.3% | +15.7% | -17.9% | -9.2% |
| 3M | -44.2% | +5.0% | -49.2% | -45.8% |
| 6M | -66.1% | +37.7% | -103.8% | -71.2% |
| YTD | -30.0% | +75.0% | -105.0% | -47.9% |
| 1Y | +21.0% | +82.6% | -61.6% | -11.9% |
| 3Y | +516.5% | +241.3% | +275.2% | +221.8% |
| 5Y | +32.0% | +135.4% | -103.4% | -25.6% |
| All | +39.1% | +180.7% | -141.7% | -21.6% |
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