-65.7%
XYZ vs LTH
+184.4%
-250.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.4% |
| 7D | +12.1% | +4.5% | +7.7% | +9.7% |
| 30D | +12.4% | +16.3% | -4.0% | +3.6% |
| 3M | +8.2% | +8.4% | -0.2% | +3.2% |
| 6M | +20.7% | +40.3% | -19.6% | -0.4% |
| YTD | +31.3% | +77.3% | -46.0% | -6.4% |
| 1Y | +20.5% | +88.0% | -67.4% | -17.1% |
| 3Y | +72.6% | +274.3% | -201.6% | -28.0% |
| 5Y | -64.0% | +142.9% | -206.9% | -84.5% |
| All | -65.7% | +184.4% | -250.1% | -85.2% |
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