+90.9%
V vs LTH
+186.2%
-95.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +0.8% | +6.4% | -5.6% | -0.2% |
| 30D | +9.9% | +16.7% | -6.8% | +7.1% |
| 3M | +17.5% | +11.7% | +5.8% | +15.2% |
| 6M | +33.5% | +48.5% | -15.1% | +24.7% |
| YTD | +21.6% | +78.4% | -56.8% | +9.5% |
| 1Y | +27.6% | +89.7% | -62.1% | +13.6% |
| 3Y | +76.4% | +245.6% | -169.2% | +39.1% |
| 5Y | +103.8% | +142.7% | -38.9% | +56.7% |
| All | +90.9% | +186.2% | -95.3% | +49.8% |
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