-63.1%
U vs LTH
+174.8%
-238.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +3.4% |
| 7D | +2.8% | -4.6% | +7.5% | +5.4% |
| 30D | +7.6% | +14.8% | -7.2% | -1.0% |
| 3M | +12.7% | +3.9% | +8.8% | +9.2% |
| 6M | +87.0% | +35.5% | +51.5% | +53.1% |
| YTD | +13.6% | +71.3% | -57.7% | -20.9% |
| 1Y | +25.3% | +75.7% | -50.4% | -14.4% |
| 3Y | +85.8% | +231.9% | -146.1% | -20.1% |
| 5Y | -74.5% | +130.5% | -204.9% | -88.9% |
| All | -63.1% | +174.8% | -238.0% | -83.7% |
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