-20.8%
TGT vs LTH
+150.5%
-171.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -5.2% | -4.0% | -1.2% | -4.5% |
| 30D | +1.2% | -5.3% | +6.5% | +2.3% |
| 3M | +18.4% | +19.0% | -0.6% | +14.2% |
| 6M | +33.4% | +55.8% | -22.3% | +21.5% |
| YTD | +63.8% | +56.1% | +7.7% | +48.8% |
| 1Y | +77.2% | +41.3% | +35.9% | +63.9% |
| 3Y | +41.8% | +156.6% | -114.9% | +13.6% |
| All | -20.8% | +150.5% | -171.2% | -38.1% |
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