+160.8%
SPOT vs LTH
+180.7%
-19.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.6% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | +16.9% | +15.7% | +1.3% | +11.1% |
| 3M | +23.0% | +5.0% | +18.0% | +20.6% |
| 6M | +42.2% | +37.7% | +4.5% | +25.9% |
| YTD | +5.5% | +75.0% | -69.5% | -15.5% |
| 1Y | -5.1% | +82.6% | -87.7% | -25.4% |
| 3Y | +257.9% | +241.3% | +16.6% | +111.7% |
| 5Y | +118.4% | +135.4% | -17.1% | +28.4% |
| All | +160.8% | +180.7% | -19.9% | +47.8% |
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