-77.8%
TE vs LTH
+186.8%
-264.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -22.0% | +0.3% | -22.3% | -22.2% |
| 30D | -33.6% | +17.7% | -51.4% | -38.4% |
| 3M | -61.1% | +8.5% | -69.5% | -62.7% |
| 6M | -64.7% | +46.9% | -111.7% | -70.9% |
| YTD | -68.1% | +78.8% | -146.9% | -76.5% |
| 1Y | -51.7% | +84.9% | -136.6% | -65.0% |
| 3Y | +42.0% | +246.4% | -204.4% | -23.9% |
| 5Y | -80.8% | +129.6% | -210.4% | -89.6% |
| All | -77.8% | +186.8% | -264.6% | -88.6% |
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