+87.6%
LTH vs SBAC
-0.1%
+87.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +7.0% | +3.0% | +4.0% | +6.7% |
| 30D | +15.4% | +4.3% | +11.1% | +15.0% |
| 3M | +7.0% | +4.1% | +2.9% | +6.6% |
| 6M | +46.9% | -11.6% | +58.5% | +48.8% |
| YTD | +76.4% | +0.4% | +76.0% | +75.9% |
| All | +87.6% | -0.1% | +87.7% | +89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling