+64.9%
T vs LTH
+156.3%
-91.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | -0.2% |
| 7D | -1.5% | +1.5% | -3.1% | -1.7% |
| 30D | +7.6% | -3.1% | +10.7% | +7.8% |
| 3M | +15.3% | +28.1% | -12.8% | +12.9% |
| 6M | -8.5% | +67.4% | -75.9% | -12.6% |
| YTD | +6.8% | +59.8% | -53.0% | +2.2% |
| 1Y | -7.2% | +45.6% | -52.8% | -10.5% |
| 3Y | +108.2% | +162.0% | -53.8% | +85.1% |
| All | +64.9% | +156.3% | -91.4% | +38.5% |
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