+142.5%
WMT vs LTH
+150.3%
-7.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -2.5% | -3.7% | +1.3% | -2.2% |
| 30D | -6.4% | -5.3% | -1.1% | -6.0% |
| 3M | -12.1% | +24.2% | -36.3% | -13.7% |
| 6M | -15.0% | +54.8% | -69.8% | -18.3% |
| YTD | -4.5% | +56.1% | -60.6% | -8.4% |
| 1Y | +6.2% | +45.5% | -39.4% | +2.4% |
| 3Y | +99.9% | +155.9% | -56.0% | +85.2% |
| All | +142.5% | +150.3% | -7.8% | +123.6% |
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