+533.2%
RVMD vs LTH
+174.8%
+358.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.2% |
| 7D | -0.7% | -4.6% | +3.9% | +0.6% |
| 30D | -6.4% | +14.8% | -21.2% | -10.4% |
| 3M | -14.1% | +3.9% | -18.0% | -15.4% |
| 6M | +21.0% | +35.5% | -14.5% | +9.4% |
| YTD | +121.4% | +71.3% | +50.1% | +84.1% |
| 1Y | +167.9% | +75.7% | +92.2% | +120.7% |
| 3Y | +794.7% | +231.9% | +562.8% | +472.1% |
| 5Y | +437.2% | +130.5% | +306.7% | +250.4% |
| All | +533.2% | +174.8% | +358.4% | +311.3% |
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