-61.6%
S vs LTH
+184.4%
-246.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.2% |
| 7D | -13.4% | +4.5% | -17.9% | -15.0% |
| 30D | -14.0% | +16.3% | -30.3% | -19.1% |
| 3M | +4.9% | +8.4% | -3.5% | +1.0% |
| 6M | +42.0% | +40.3% | +1.7% | +21.8% |
| YTD | +45.1% | +77.3% | -32.1% | +10.7% |
| 1Y | +33.1% | +88.0% | -54.9% | -1.4% |
| 3Y | +40.6% | +274.3% | -233.6% | -27.2% |
| 5Y | -67.5% | +142.9% | -210.4% | -83.2% |
| All | -61.6% | +184.4% | -246.0% | -79.9% |
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