+42.9%
T vs LTH
+186.2%
-143.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +2.6% | +6.4% | -3.8% | +2.0% |
| 30D | -1.1% | +16.7% | -17.8% | -2.4% |
| 3M | -7.7% | +11.7% | -19.4% | -8.6% |
| 6M | -10.6% | +48.5% | -59.1% | -13.6% |
| YTD | -7.5% | +78.4% | -85.9% | -12.2% |
| 1Y | -7.4% | +89.7% | -97.1% | -12.7% |
| 3Y | +63.1% | +245.6% | -182.6% | +41.5% |
| 5Y | +55.2% | +142.7% | -87.5% | +30.2% |
| All | +42.9% | +186.2% | -143.2% | +18.9% |
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