+95.3%
QQQ vs LTH
+174.8%
-79.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.6% |
| 7D | +6.4% | -4.6% | +11.0% | +7.4% |
| 30D | -7.5% | +14.8% | -22.3% | -10.4% |
| 3M | -4.8% | +3.9% | -8.7% | -5.9% |
| 6M | -2.5% | +35.5% | -38.0% | -9.6% |
| YTD | +12.4% | +71.3% | -58.9% | -2.1% |
| 1Y | +11.3% | +75.7% | -64.4% | -3.7% |
| 3Y | +85.0% | +231.9% | -147.0% | +34.7% |
| 5Y | +79.6% | +130.5% | -50.8% | +26.8% |
| All | +95.3% | +174.8% | -79.5% | +37.4% |
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