-54.0%
W vs LTH
+180.7%
-234.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.9% |
| 7D | +0.2% | -1.3% | +1.4% | +0.9% |
| 30D | +6.8% | +15.7% | -8.8% | -2.3% |
| 3M | +10.7% | +5.0% | +5.7% | +6.5% |
| 6M | +86.3% | +37.7% | +48.7% | +51.5% |
| YTD | +11.5% | +75.0% | -63.6% | -23.9% |
| 1Y | +5.1% | +82.6% | -77.5% | -30.1% |
| 3Y | +171.0% | +241.3% | -70.3% | +13.5% |
| 5Y | -56.6% | +135.4% | -192.0% | -82.2% |
| All | -54.0% | +180.7% | -234.8% | -80.6% |
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