+164.2%
LTH vs SFM
+122.3%
+41.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +7.0% | -10.2% | +17.2% | +8.9% |
| 30D | +15.4% | -23.9% | +39.3% | +19.9% |
| 3M | +7.0% | -42.3% | +49.3% | +17.1% |
| 6M | +46.9% | -40.1% | +87.0% | +58.5% |
| YTD | +76.4% | -37.8% | +114.2% | +86.9% |
| 1Y | +83.7% | -37.1% | +120.8% | +93.9% |
| 3Y | +248.9% | +21.5% | +227.3% | +218.9% |
| 5Y | +141.8% | +103.8% | +38.0% | +107.4% |
| All | +164.2% | +122.3% | +41.8% | +132.7% |
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