+25.2%
SHW vs LTH
+174.8%
-149.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.4% |
| 7D | +0.7% | -4.6% | +5.3% | +1.6% |
| 30D | +8.4% | +14.8% | -6.4% | +5.5% |
| 3M | -2.2% | +3.9% | -6.1% | -3.1% |
| 6M | +13.3% | +35.5% | -22.2% | +6.7% |
| YTD | +9.2% | +71.3% | -62.1% | -2.1% |
| 1Y | +2.9% | +75.7% | -72.8% | -8.2% |
| 3Y | +41.1% | +231.9% | -190.8% | +10.2% |
| 5Y | +11.0% | +130.5% | -119.5% | -18.6% |
| All | +25.2% | +174.8% | -149.7% | -9.3% |
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