+130.1%
TQQQ vs LTH
+150.5%
-20.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | -1.9% | -4.0% | +2.1% | +0.7% |
| 30D | -4.9% | -5.3% | +0.4% | -1.7% |
| 3M | -6.4% | +19.0% | -25.4% | -18.2% |
| 6M | +44.4% | +55.8% | -11.4% | +3.4% |
| YTD | +35.2% | +56.1% | -21.0% | -4.1% |
| 1Y | +49.5% | +41.3% | +8.3% | +12.6% |
| 3Y | +250.7% | +156.6% | +94.1% | +68.8% |
| All | +130.1% | +150.5% | -20.3% | +1.0% |
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