-52.3%
ROKU vs LTH
+150.5%
-202.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | -4.0% | +3.6% | +1.7% |
| 30D | +2.1% | -5.3% | +7.4% | +4.8% |
| 3M | +29.5% | +19.0% | +10.5% | +16.8% |
| 6M | +53.8% | +55.8% | -2.0% | +17.9% |
| YTD | +42.8% | +56.1% | -13.3% | +8.4% |
| 1Y | +60.7% | +41.3% | +19.5% | +28.2% |
| 3Y | +83.9% | +156.6% | -72.8% | -1.0% |
| All | -52.3% | +150.5% | -202.7% | -77.4% |
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