-58.1%
S vs LTH
+186.8%
-244.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | -7.3% | +17.7% | -25.0% | -13.3% |
| 3M | +5.9% | +8.5% | -2.6% | +2.0% |
| 6M | +45.6% | +46.9% | -1.3% | +22.7% |
| YTD | +58.5% | +78.8% | -20.2% | +20.5% |
| 1Y | +37.6% | +84.9% | -47.3% | +2.8% |
| 3Y | +51.7% | +246.4% | -194.7% | -18.4% |
| 5Y | -67.5% | +129.6% | -197.1% | -83.4% |
| All | -58.1% | +186.8% | -244.9% | -78.1% |
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