-31.4%
TLT vs LTH
+183.0%
-214.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.3% | +7.0% | -6.7% | -0.1% |
| 30D | +5.1% | +15.4% | -10.3% | +4.3% |
| 3M | -0.2% | +7.0% | -7.2% | -0.6% |
| 6M | -2.9% | +46.9% | -49.8% | -5.1% |
| YTD | -2.7% | +76.4% | -79.1% | -6.0% |
| 1Y | -4.6% | +83.7% | -88.3% | -8.0% |
| 3Y | +6.1% | +248.9% | -242.8% | -2.5% |
| 5Y | -35.1% | +141.8% | -177.0% | -41.4% |
| All | -31.4% | +183.0% | -214.4% | -38.3% |
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