+143.2%
WMT vs LTH
+156.3%
-13.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.9% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | -5.0% | -3.1% | -1.9% | -4.7% |
| 3M | -11.3% | +28.1% | -39.4% | -13.2% |
| 6M | -13.8% | +67.4% | -81.2% | -17.7% |
| YTD | -4.2% | +59.8% | -64.0% | -8.3% |
| 1Y | +4.6% | +45.6% | -41.0% | +0.8% |
| 3Y | +100.5% | +162.0% | -61.5% | +85.3% |
| All | +143.2% | +156.3% | -13.1% | +123.9% |
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