+159.3%
SPOT vs LTH
+186.8%
-27.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -3.0% | +0.3% | -3.2% | -3.1% |
| 30D | +15.2% | +17.7% | -2.5% | +8.7% |
| 3M | +21.6% | +8.5% | +13.1% | +17.9% |
| 6M | +45.2% | +46.9% | -1.7% | +25.7% |
| YTD | +4.9% | +78.8% | -73.9% | -16.6% |
| 1Y | -4.8% | +84.9% | -89.7% | -25.4% |
| 3Y | +256.3% | +246.4% | +9.9% | +109.8% |
| 5Y | +120.2% | +129.6% | -9.4% | +29.8% |
| All | +159.3% | +186.8% | -27.5% | +45.9% |
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