+83.5%
SPY vs LTH
+183.0%
-99.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +0.1% | +7.0% | -6.9% | -1.1% |
| 30D | -3.3% | +15.4% | -18.8% | -5.9% |
| 3M | -2.4% | +7.0% | -9.4% | -3.8% |
| 6M | +2.6% | +46.9% | -44.3% | -4.8% |
| YTD | +11.2% | +76.4% | -65.2% | -0.9% |
| 1Y | +13.4% | +83.7% | -70.3% | +0.2% |
| 3Y | +79.9% | +248.9% | -169.0% | +39.1% |
| 5Y | +72.2% | +141.8% | -69.6% | +30.1% |
| All | +83.5% | +183.0% | -99.5% | +38.7% |
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