+164.2%
LTH vs SBAC
-38.6%
+202.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +7.0% | +3.0% | +4.0% | +5.8% |
| 30D | +15.4% | +4.3% | +11.1% | +13.4% |
| 3M | +7.0% | +4.1% | +2.9% | +4.8% |
| 6M | +46.9% | -11.6% | +58.5% | +52.9% |
| YTD | +76.4% | +0.4% | +76.0% | +70.6% |
| 1Y | +83.7% | -1.1% | +84.8% | +78.9% |
| 3Y | +248.9% | -7.3% | +256.1% | +239.4% |
| 5Y | +141.8% | -40.8% | +182.6% | +197.8% |
| All | +164.2% | -38.6% | +202.8% | +221.8% |
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