+274.3%
LTH vs SBAC
-10.4%
+284.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | +4.5% | +1.2% | +3.3% | +4.2% |
| 30D | +16.3% | +11.2% | +5.2% | +13.5% |
| 3M | +8.4% | +4.5% | +3.9% | +7.1% |
| 6M | +40.3% | -12.2% | +52.4% | +44.5% |
| YTD | +77.3% | -0.1% | +77.4% | +74.6% |
| 1Y | +88.0% | -0.3% | +88.2% | +85.1% |
| 3Y | +274.3% | -8.7% | +283.0% | +286.5% |
| All | +274.3% | -10.4% | +284.6% | +286.5% |
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