-80.0%
RUN vs LTH
+152.0%
-232.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.6% |
| 7D | -1.8% | -4.0% | +2.2% | +0.4% |
| 30D | -10.8% | -1.7% | -9.2% | -10.1% |
| 3M | -30.2% | +28.0% | -58.1% | -39.4% |
| 6M | -22.3% | +54.1% | -76.4% | -40.7% |
| YTD | -52.2% | +57.1% | -109.2% | -63.7% |
| 1Y | -45.1% | +45.8% | -90.9% | -56.9% |
| 3Y | -37.1% | +157.6% | -194.7% | -68.9% |
| All | -80.0% | +152.0% | -232.0% | -90.5% |
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