+59.3%
RF vs LTH
+184.4%
-125.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | -0.9% | +4.5% | -5.4% | -2.0% |
| 30D | +6.0% | +16.3% | -10.3% | +2.1% |
| 3M | -8.9% | +8.4% | -17.3% | -10.9% |
| 6M | +2.3% | +40.3% | -37.9% | -6.2% |
| YTD | +7.6% | +77.3% | -69.7% | -7.7% |
| 1Y | +21.2% | +88.0% | -66.8% | +2.4% |
| 3Y | +108.5% | +274.3% | -165.7% | +45.0% |
| 5Y | +43.2% | +142.9% | -99.7% | +2.4% |
| All | +59.3% | +184.4% | -125.0% | +16.9% |
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