+61.2%
RF vs LTH
+186.8%
-125.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +4.6% | +17.7% | -13.1% | +0.5% |
| 3M | -8.4% | +8.5% | -16.9% | -10.4% |
| 6M | +8.9% | +46.9% | -38.1% | -1.3% |
| YTD | +8.8% | +78.8% | -70.0% | -6.8% |
| 1Y | +18.9% | +84.9% | -66.0% | +0.9% |
| 3Y | +116.0% | +246.4% | -130.4% | +53.2% |
| 5Y | +46.0% | +129.6% | -83.5% | +2.7% |
| All | +61.2% | +186.8% | -125.6% | +18.0% |
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