-49.5%
PODD vs LTH
+186.2%
-235.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -4.4% | +6.4% | -10.8% | -5.8% |
| 30D | +9.4% | +16.7% | -7.3% | +5.3% |
| 3M | +3.6% | +11.7% | -8.0% | +0.6% |
| 6M | -4.0% | +48.5% | -52.5% | -13.7% |
| YTD | -47.9% | +78.4% | -126.3% | -56.2% |
| 1Y | -53.8% | +89.7% | -143.5% | -61.8% |
| 3Y | -4.5% | +245.6% | -250.2% | -36.4% |
| 5Y | -51.9% | +142.7% | -194.6% | -68.7% |
| All | -49.5% | +186.2% | -235.6% | -67.4% |
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