+125.0%
TER vs LTH
+183.0%
-58.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.5% | +13.2% | +12.9% |
| 7D | -5.8% | +7.0% | -12.8% | -8.2% |
| 30D | -38.9% | +15.4% | -54.3% | -42.2% |
| 3M | -35.1% | +7.0% | -42.2% | -37.1% |
| 6M | -31.6% | +46.9% | -78.4% | -41.1% |
| YTD | +27.2% | +76.4% | -49.2% | +2.1% |
| 1Y | +35.2% | +83.7% | -48.5% | +6.8% |
| 3Y | +192.8% | +248.9% | -56.1% | +80.3% |
| 5Y | +72.4% | +141.8% | -69.4% | +2.4% |
| All | +125.0% | +183.0% | -58.0% | +30.7% |
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