-5.8%
TSCO vs LTH
+152.0%
-157.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.4% |
| 7D | -2.5% | -4.0% | +1.5% | -1.8% |
| 30D | -1.1% | -1.7% | +0.6% | -0.9% |
| 3M | +14.3% | +28.0% | -13.7% | +9.4% |
| 6M | -31.9% | +54.1% | -85.9% | -37.1% |
| YTD | -30.7% | +57.1% | -87.8% | -36.3% |
| 1Y | -41.1% | +45.8% | -86.8% | -45.2% |
| 3Y | -17.1% | +157.6% | -174.7% | -31.5% |
| All | -5.8% | +152.0% | -157.8% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling