-39.0%
TECH vs LTH
+186.2%
-225.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +0.2% | +6.4% | -6.2% | -1.4% |
| 30D | +0.5% | +16.7% | -16.2% | -3.5% |
| 3M | +1.1% | +11.7% | -10.6% | -2.0% |
| 6M | +51.0% | +48.5% | +2.5% | +35.9% |
| YTD | +24.4% | +78.4% | -54.0% | +4.8% |
| 1Y | +27.4% | +89.7% | -62.2% | +5.6% |
| 3Y | +28.5% | +245.6% | -217.1% | -11.9% |
| 5Y | -40.9% | +142.7% | -183.6% | -61.1% |
| All | -39.0% | +186.2% | -225.2% | -59.0% |
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