+72.7%
LTH vs SARO
-23.7%
+96.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | +0.2% |
| 7D | -3.7% | -4.0% | +0.3% | -2.3% |
| 30D | -5.3% | -16.1% | +10.8% | +0.8% |
| 3M | +24.2% | -4.5% | +28.7% | +25.3% |
| 6M | +54.8% | -17.0% | +71.9% | +63.4% |
| YTD | +56.1% | -17.5% | +73.6% | +65.0% |
| 1Y | +45.5% | -12.3% | +57.8% | +49.3% |
| All | +72.7% | -23.7% | +96.4% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling