-53.7%
Z vs LTH
+143.1%
-196.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -13.1% | +0.3% | -13.3% | -13.2% |
| 30D | +5.9% | +17.7% | -11.9% | -1.1% |
| 3M | -13.7% | +8.5% | -22.1% | -16.8% |
| 6M | -27.1% | +46.9% | -74.1% | -38.5% |
| YTD | -56.8% | +78.8% | -135.6% | -66.9% |
| 1Y | -60.2% | +84.9% | -145.1% | -70.0% |
| 3Y | -19.7% | +246.4% | -266.1% | -55.4% |
| 5Y | -53.7% | +129.6% | -183.3% | -74.7% |
| All | -53.7% | +143.1% | -196.8% | -74.7% |
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