+101.0%
QQQ vs LTH
+150.3%
-49.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -1.3% | -3.7% | +2.5% | -0.4% |
| 30D | -1.4% | -5.3% | +4.0% | -0.2% |
| 3M | +2.3% | +24.2% | -21.9% | -3.0% |
| 6M | +16.9% | +54.8% | -38.0% | +4.7% |
| YTD | +15.6% | +56.1% | -40.4% | +3.1% |
| 1Y | +22.6% | +45.5% | -22.9% | +10.8% |
| 3Y | +93.5% | +155.9% | -62.4% | +49.4% |
| All | +101.0% | +150.3% | -49.4% | +44.7% |
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