+86.2%
SPY vs LTH
+156.3%
-70.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.2% |
| 7D | +0.5% | +1.5% | -1.0% | +0.3% |
| 30D | -0.9% | -3.1% | +2.1% | -0.5% |
| 3M | +3.9% | +28.1% | -24.2% | -1.0% |
| 6M | +14.5% | +67.4% | -52.9% | +3.3% |
| YTD | +12.9% | +59.8% | -46.9% | +2.6% |
| 1Y | +19.4% | +45.6% | -26.2% | +10.1% |
| 3Y | +78.5% | +162.0% | -83.5% | +44.9% |
| All | +86.2% | +156.3% | -70.1% | +43.5% |
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