-80.2%
RUN vs LTH
+186.2%
-266.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.1% | -11.7% | -11.2% |
| 7D | +0.3% | +6.4% | -6.0% | -3.1% |
| 30D | +14.0% | +16.7% | -2.7% | +4.2% |
| 3M | -11.8% | +11.7% | -23.4% | -17.7% |
| 6M | -40.4% | +48.5% | -88.9% | -52.8% |
| YTD | -52.7% | +78.4% | -131.1% | -66.8% |
| 1Y | -52.5% | +89.7% | -142.2% | -67.8% |
| 3Y | -7.7% | +245.6% | -253.4% | -61.7% |
| 5Y | -83.9% | +142.7% | -226.5% | -92.8% |
| All | -80.2% | +186.2% | -266.4% | -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