-61.2%
TEAM vs LTH
+174.8%
-236.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +1.6% |
| 7D | -16.9% | -4.6% | -12.3% | -15.3% |
| 30D | -26.8% | +14.8% | -41.6% | -31.1% |
| 3M | -1.9% | +3.9% | -5.8% | -4.2% |
| 6M | +79.2% | +35.5% | +43.7% | +56.0% |
| YTD | -6.1% | +71.3% | -77.4% | -27.9% |
| 1Y | -2.1% | +75.7% | -77.8% | -25.9% |
| 3Y | -13.6% | +231.9% | -245.5% | -54.6% |
| 5Y | -65.8% | +130.5% | -196.3% | -82.7% |
| All | -61.2% | +174.8% | -236.1% | -79.3% |
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