-31.5%
TLT vs LTH
+156.3%
-187.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.1% |
| 7D | +0.4% | +1.5% | -1.1% | +0.3% |
| 30D | -0.3% | -3.1% | +2.8% | -0.2% |
| 3M | -1.7% | +28.1% | -29.8% | -3.1% |
| 6M | -4.9% | +67.4% | -72.3% | -7.7% |
| YTD | -2.8% | +59.8% | -62.6% | -5.5% |
| 1Y | -4.2% | +45.6% | -49.8% | -6.5% |
| 3Y | -1.1% | +162.0% | -163.1% | -8.0% |
| All | -31.5% | +156.3% | -187.8% | -38.0% |
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