-58.6%
S vs LTH
+183.0%
-241.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.5% | +8.2% |
| 7D | +1.6% | +7.0% | -5.5% | -1.3% |
| 30D | -10.5% | +15.4% | -25.9% | -15.6% |
| 3M | +9.9% | +7.0% | +2.9% | +6.4% |
| 6M | +41.8% | +46.9% | -5.1% | +19.4% |
| YTD | +56.8% | +76.4% | -19.6% | +19.8% |
| 1Y | +39.0% | +83.7% | -44.7% | +4.0% |
| 3Y | +53.8% | +248.9% | -195.1% | -17.6% |
| 5Y | -68.6% | +141.8% | -210.4% | -83.7% |
| All | -58.6% | +183.0% | -241.5% | -78.3% |
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