+76.8%
LTH vs SARO
-21.1%
+97.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | +1.5% | +1.1% | +0.5% | +1.1% |
| 30D | -3.1% | -16.2% | +13.1% | +3.2% |
| 3M | +28.1% | -1.3% | +29.4% | +27.6% |
| 6M | +67.4% | -15.2% | +82.6% | +75.4% |
| YTD | +59.8% | -14.7% | +74.5% | +66.9% |
| 1Y | +45.6% | -9.1% | +54.7% | +47.4% |
| All | +76.8% | -21.1% | +97.9% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SARO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling