+128.3%
TER vs LTH
+180.7%
-52.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.5% | -6.1% |
| 7D | +14.4% | -1.3% | +15.6% | +14.7% |
| 30D | -30.6% | +15.7% | -46.2% | -34.4% |
| 3M | -39.2% | +5.0% | -44.2% | -40.7% |
| 6M | -31.3% | +37.7% | -68.9% | -39.5% |
| YTD | +29.1% | +75.0% | -45.9% | +3.8% |
| 1Y | +47.4% | +82.6% | -35.2% | +16.6% |
| 3Y | +191.2% | +241.3% | -50.1% | +80.5% |
| 5Y | +74.0% | +135.4% | -61.4% | +4.0% |
| All | +128.3% | +180.7% | -52.5% | +32.8% |
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