-68.4%
Z vs LTH
+184.4%
-252.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | -4.6% | +4.5% | -9.0% | -6.3% |
| 30D | +8.3% | +16.3% | -8.0% | +1.8% |
| 3M | -11.6% | +8.4% | -20.0% | -14.8% |
| 6M | -33.6% | +40.3% | -73.9% | -42.7% |
| YTD | -56.7% | +77.3% | -134.0% | -66.5% |
| 1Y | -59.1% | +88.0% | -147.1% | -69.2% |
| 3Y | -20.4% | +274.3% | -294.6% | -56.7% |
| 5Y | -55.3% | +142.9% | -198.1% | -75.7% |
| All | -68.4% | +184.4% | -252.8% | -83.2% |
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