+105.8%
V vs LTH
+120.9%
-15.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.5% |
| 7D | -0.4% | -4.6% | +4.3% | +0.4% |
| 30D | +6.3% | +14.8% | -8.5% | +3.8% |
| 3M | +17.2% | +3.9% | +13.2% | +16.2% |
| 6M | +29.2% | +35.5% | -6.3% | +22.3% |
| YTD | +20.8% | +71.3% | -50.5% | +9.0% |
| 1Y | +25.0% | +75.7% | -50.7% | +12.2% |
| 3Y | +75.3% | +231.9% | -156.6% | +37.4% |
| 5Y | +105.8% | +130.5% | -24.6% | +59.3% |
| All | +105.8% | +120.9% | -15.0% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling