+241.3%
LTH vs SBAC
-6.5%
+247.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +15.7% | +5.5% | +10.2% | +14.2% |
| 3M | +5.0% | +3.1% | +1.9% | +4.1% |
| 6M | +37.7% | -7.0% | +44.7% | +39.5% |
| YTD | +75.0% | +0.5% | +74.5% | +72.1% |
| 1Y | +82.6% | +0.2% | +82.4% | +79.7% |
| 3Y | +241.3% | -7.4% | +248.7% | +246.6% |
| All | +241.3% | -6.5% | +247.8% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling