+139.3%
LTH vs SFM
+241.3%
-102.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.4% |
| 7D | +1.5% | -5.8% | +7.3% | +2.7% |
| 30D | -3.1% | -11.4% | +8.3% | -0.9% |
| 3M | +28.1% | -12.2% | +40.3% | +30.7% |
| 6M | +67.4% | -5.2% | +72.6% | +66.7% |
| YTD | +59.8% | -4.5% | +64.3% | +58.2% |
| 1Y | +45.6% | -45.4% | +91.0% | +64.5% |
| 3Y | +162.0% | +91.1% | +70.9% | +122.8% |
| All | +139.3% | +241.3% | -102.0% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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