-3.3%
RMD vs LTH
+183.0%
-186.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +1.2% | +7.0% | -5.8% | 0.0% |
| 30D | +2.5% | +15.4% | -13.0% | -0.1% |
| 3M | +11.5% | +7.0% | +4.5% | +10.0% |
| 6M | +14.7% | +46.9% | -32.2% | +6.9% |
| YTD | -1.3% | +76.4% | -77.7% | -11.6% |
| 1Y | -5.3% | +83.7% | -89.0% | -15.8% |
| 3Y | +68.8% | +248.9% | -180.1% | +31.9% |
| 5Y | -5.9% | +141.8% | -147.7% | -29.0% |
| All | -3.3% | +183.0% | -186.2% | -26.9% |
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