-8.6%
TSCO vs LTH
+150.5%
-159.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.7% | -4.0% | -1.7% | -5.0% |
| 30D | -8.8% | -5.3% | -3.5% | -8.0% |
| 3M | +6.3% | +19.0% | -12.7% | +3.1% |
| 6M | -32.3% | +55.8% | -88.0% | -37.6% |
| YTD | -32.7% | +56.1% | -88.8% | -38.1% |
| 1Y | -43.7% | +41.3% | -84.9% | -47.4% |
| 3Y | -19.7% | +156.6% | -176.3% | -33.5% |
| All | -8.6% | +150.5% | -159.0% | -26.5% |
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