-41.0%
TECH vs LTH
+120.9%
-161.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +1.1% |
| 7D | +0.2% | -4.6% | +4.9% | +1.4% |
| 30D | +0.5% | +14.8% | -14.3% | -3.2% |
| 3M | +1.0% | +3.9% | -3.0% | -0.4% |
| 6M | +54.1% | +35.5% | +18.6% | +41.5% |
| YTD | +24.4% | +71.3% | -46.9% | +5.3% |
| 1Y | +19.3% | +75.7% | -56.4% | +0.3% |
| 3Y | +28.5% | +231.9% | -203.4% | -12.3% |
| 5Y | -41.0% | +130.5% | -171.4% | -61.2% |
| All | -41.0% | +120.9% | -161.8% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling