+139.3%
LTH vs SBAC
-39.2%
+178.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -3.1% | +3.2% | -6.3% | -4.4% |
| 3M | +28.1% | -5.1% | +33.2% | +30.0% |
| 6M | +67.4% | -2.1% | +69.5% | +65.3% |
| YTD | +59.8% | -0.5% | +60.3% | +55.5% |
| 1Y | +45.6% | +1.1% | +44.5% | +40.3% |
| 3Y | +162.0% | -7.4% | +169.4% | +155.2% |
| All | +139.3% | -39.2% | +178.4% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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