-80.6%
RUN vs LTH
+174.8%
-255.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.2% | -1.9% | -3.8% |
| 7D | -13.7% | -4.6% | -9.0% | -11.4% |
| 30D | +9.4% | +14.8% | -5.5% | +0.9% |
| 3M | -13.4% | +3.9% | -17.3% | -15.9% |
| 6M | -39.6% | +35.5% | -75.1% | -49.6% |
| YTD | -53.7% | +71.3% | -125.0% | -66.8% |
| 1Y | -56.2% | +75.7% | -131.9% | -69.0% |
| 3Y | -9.7% | +231.9% | -241.7% | -61.7% |
| 5Y | -85.5% | +130.5% | -215.9% | -93.3% |
| All | -80.6% | +174.8% | -255.5% | -91.3% |
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