-60.6%
TEAM vs LTH
+183.0%
-243.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -17.2% | +7.0% | -24.2% | -19.4% |
| 30D | -25.1% | +15.4% | -40.5% | -29.6% |
| 3M | +3.9% | +7.0% | -3.1% | +0.3% |
| 6M | +69.1% | +46.9% | +22.3% | +42.3% |
| YTD | -4.5% | +76.4% | -80.9% | -27.5% |
| 1Y | -1.9% | +83.7% | -85.6% | -27.1% |
| 3Y | -9.3% | +248.9% | -258.2% | -53.3% |
| 5Y | -65.2% | +141.8% | -207.0% | -82.4% |
| All | -60.6% | +183.0% | -243.6% | -79.2% |
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