-68.7%
U vs LTH
+152.0%
-220.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +4.4% | -4.0% | +8.4% | +6.7% |
| 30D | -1.3% | -1.7% | +0.4% | -0.5% |
| 3M | +49.6% | +28.0% | +21.6% | +27.9% |
| 6M | +100.2% | +54.1% | +46.1% | +49.2% |
| YTD | -3.7% | +57.1% | -60.8% | -29.0% |
| 1Y | -6.5% | +45.8% | -52.3% | -28.6% |
| 3Y | +12.9% | +157.6% | -144.7% | -43.4% |
| All | -68.7% | +152.0% | -220.7% | -85.4% |
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 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