+1,391.4%
LNTH vs SPY
+337.6%
+1,053.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | -1.8% | +2.0% | -3.8% | -4.3% |
| 6M | +29.7% | +13.0% | +16.7% | +12.6% |
| YTD | +51.7% | +13.5% | +38.2% | +30.6% |
| 1Y | +87.6% | +20.0% | +67.6% | +51.2% |
| 3Y | +50.0% | +77.2% | -27.2% | -28.2% |
| 5Y | +271.9% | +81.9% | +190.0% | +73.1% |
| 10Y | +974.1% | +314.1% | +660.1% | +48.3% |
| All | +1,391.4% | +337.6% | +1,053.8% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling