+90.4%
V vs LTH
+184.4%
-94.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +2.2% | +4.5% | -2.3% | +1.4% |
| 30D | +13.6% | +16.3% | -2.8% | +10.7% |
| 3M | +14.3% | +8.4% | +5.9% | +12.6% |
| 6M | +33.1% | +40.3% | -7.2% | +25.5% |
| YTD | +21.2% | +77.3% | -56.0% | +9.3% |
| 1Y | +26.4% | +88.0% | -61.5% | +12.8% |
| 3Y | +77.6% | +274.3% | -196.7% | +37.9% |
| 5Y | +102.6% | +142.9% | -40.3% | +56.1% |
| All | +90.4% | +184.4% | -94.0% | +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