+189.4%
WMT vs LTH
+174.8%
+14.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.8% |
| 7D | -1.2% | -4.6% | +3.4% | -0.8% |
| 30D | +12.4% | +14.8% | -2.4% | +11.0% |
| 3M | +9.0% | +3.9% | +5.1% | +8.6% |
| 6M | -3.0% | +35.5% | -38.5% | -5.6% |
| YTD | +14.0% | +71.3% | -57.3% | +8.4% |
| 1Y | +23.0% | +75.7% | -52.7% | +16.7% |
| 3Y | +135.1% | +231.9% | -96.8% | +114.3% |
| 5Y | +172.7% | +130.5% | +42.3% | +147.6% |
| All | +189.4% | +174.8% | +14.6% | +164.6% |
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