+631.7%
RVMD vs LTH
+150.5%
+481.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | -4.0% | +1.0% | -1.8% |
| 30D | -0.7% | -5.3% | +4.6% | +0.8% |
| 3M | +36.5% | +19.0% | +17.5% | +29.0% |
| 6M | +104.6% | +55.8% | +48.8% | +76.3% |
| YTD | +155.8% | +56.1% | +99.7% | +119.3% |
| 1Y | +340.7% | +41.3% | +299.4% | +289.0% |
| 3Y | +519.9% | +156.6% | +363.3% | +330.2% |
| All | +631.7% | +150.5% | +481.2% | +389.9% |
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