+295.0%
TPR vs LTH
+184.4%
+110.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +14.2% | +4.5% | +9.7% | +12.5% |
| 30D | +17.1% | +16.3% | +0.7% | +11.4% |
| 3M | -17.7% | +8.4% | -26.1% | -20.1% |
| 6M | -10.2% | +40.3% | -50.5% | -20.2% |
| YTD | +4.9% | +77.3% | -72.4% | -14.5% |
| 1Y | +36.1% | +88.0% | -51.8% | +8.7% |
| 3Y | +416.5% | +274.3% | +142.2% | +220.0% |
| 5Y | +254.8% | +142.9% | +111.9% | +123.1% |
| All | +295.0% | +184.4% | +110.7% | +148.7% |
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