+143.5%
LTH vs SBAC
-38.9%
+182.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | -0.6% | -0.8% | +0.1% | -0.4% |
| 30D | -4.6% | +6.9% | -11.5% | -7.4% |
| 3M | +32.8% | -8.2% | +41.0% | +36.7% |
| 6M | +64.6% | -1.6% | +66.3% | +62.2% |
| YTD | +62.6% | -0.1% | +62.8% | +58.1% |
| 1Y | +49.9% | -0.5% | +50.4% | +45.7% |
| 3Y | +151.3% | -9.1% | +160.4% | +147.6% |
| All | +143.5% | -38.9% | +182.5% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling