-39.0%
TECH vs LTH
+184.4%
-223.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +0.2% | +4.5% | -4.3% | -1.0% |
| 30D | +0.3% | +16.3% | -16.0% | -3.6% |
| 3M | +1.3% | +8.4% | -7.0% | -1.0% |
| 6M | +54.0% | +40.3% | +13.7% | +40.4% |
| YTD | +24.3% | +77.3% | -53.0% | +4.9% |
| 1Y | +25.8% | +88.0% | -62.2% | +4.5% |
| 3Y | +26.0% | +274.3% | -248.3% | -15.5% |
| 5Y | -40.1% | +142.9% | -183.0% | -60.5% |
| All | -39.0% | +184.4% | -223.4% | -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