+99.6%
TER vs LTH
+184.4%
-84.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | -20.5% | +4.5% | -24.9% | -21.8% |
| 30D | -47.0% | +16.3% | -63.4% | -50.0% |
| 3M | -43.3% | +8.4% | -51.7% | -45.2% |
| 6M | -42.9% | +40.3% | -83.2% | -50.0% |
| YTD | +12.9% | +77.3% | -64.4% | -9.6% |
| 1Y | +18.2% | +88.0% | -69.8% | -7.4% |
| 3Y | +151.8% | +274.3% | -122.5% | +51.1% |
| 5Y | +54.2% | +142.9% | -88.7% | -8.6% |
| All | +99.6% | +184.4% | -84.8% | +15.7% |
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