+90.2%
V vs LTH
+183.0%
-92.8%
-24.1%
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% | 0.0% |
| 7D | -0.8% | +7.0% | -7.8% | -1.9% |
| 30D | +9.5% | +15.4% | -5.9% | +6.9% |
| 3M | +16.7% | +7.0% | +9.6% | +15.2% |
| 6M | +32.9% | +46.9% | -13.9% | +24.4% |
| YTD | +21.1% | +76.4% | -55.3% | +9.2% |
| 1Y | +26.6% | +83.7% | -57.1% | +13.4% |
| 3Y | +78.4% | +248.9% | -170.5% | +40.4% |
| 5Y | +105.5% | +141.8% | -36.4% | +58.4% |
| All | +90.2% | +183.0% | -92.8% | +49.5% |
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