+10.3%
SBUX vs LTH
+186.8%
-176.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +19.1% | +17.7% | +1.4% | +14.6% |
| 3M | +3.6% | +8.5% | -4.8% | +1.5% |
| 6M | +5.1% | +46.9% | -41.8% | -4.3% |
| YTD | +32.9% | +78.8% | -45.9% | +14.7% |
| 1Y | +30.4% | +84.9% | -54.5% | +11.7% |
| 3Y | +13.0% | +246.4% | -233.4% | -17.9% |
| 5Y | +10.5% | +129.6% | -119.0% | -21.4% |
| All | +10.3% | +186.8% | -176.5% | -23.8% |
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