-34.6%
TOST vs LTH
+180.7%
-215.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.5% |
| 7D | 0.0% | -1.3% | +1.3% | +0.6% |
| 30D | +16.2% | +15.7% | +0.5% | +8.4% |
| 3M | -1.5% | +5.0% | -6.5% | -4.1% |
| 6M | +55.3% | +37.7% | +17.6% | +32.3% |
| YTD | -2.3% | +75.0% | -77.4% | -27.6% |
| 1Y | -5.5% | +82.6% | -88.2% | -31.6% |
| 3Y | +151.1% | +241.3% | -90.2% | +22.4% |
| 5Y | -27.9% | +135.4% | -163.4% | -64.6% |
| All | -34.6% | +180.7% | -215.3% | -68.6% |
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