-48.9%
TE vs LTH
+152.0%
-200.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.2% |
| 7D | +15.0% | -4.0% | +19.0% | +16.9% |
| 30D | -7.5% | -1.7% | -5.9% | -7.0% |
| 3M | -42.0% | +28.0% | -70.0% | -49.1% |
| 6M | -31.4% | +54.1% | -85.5% | -45.6% |
| YTD | -26.5% | +57.1% | -83.6% | -42.4% |
| 1Y | +153.1% | +45.8% | +107.3% | +104.7% |
| 3Y | -20.7% | +157.6% | -178.2% | -51.9% |
| All | -48.9% | +152.0% | -200.9% | -72.1% |
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