-82.6%
RUN vs LTH
+142.3%
-224.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | +18.1% | +7.0% | +11.1% | +13.7% |
| 30D | +27.5% | +15.4% | +12.1% | +17.2% |
| 3M | -4.5% | +7.0% | -11.5% | -8.8% |
| 6M | -33.3% | +46.9% | -80.2% | -47.0% |
| YTD | -47.1% | +76.4% | -123.5% | -62.8% |
| 1Y | -43.1% | +83.7% | -126.9% | -60.9% |
| 3Y | -3.0% | +248.9% | -251.9% | -60.5% |
| 5Y | -82.6% | +141.8% | -224.4% | -92.2% |
| All | -82.6% | +142.3% | -224.9% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling