-62.2%
U vs LTH
+183.0%
-245.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +32.3% | +7.0% | +25.3% | +27.5% |
| 30D | +9.7% | +15.4% | -5.7% | +0.7% |
| 3M | +19.6% | +7.0% | +12.6% | +14.1% |
| 6M | +82.6% | +46.9% | +35.8% | +42.8% |
| YTD | +16.4% | +76.4% | -60.0% | -20.1% |
| 1Y | +28.5% | +83.7% | -55.3% | -14.6% |
| 3Y | +103.8% | +248.9% | -145.1% | -14.8% |
| 5Y | -70.0% | +141.8% | -211.9% | -87.2% |
| All | -62.2% | +183.0% | -245.2% | -83.6% |
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