+234.1%
LTH vs SFM
+25.7%
+208.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.4% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | +14.8% | -19.2% | +34.0% | +17.7% |
| 3M | +3.9% | -40.3% | +44.2% | +12.8% |
| 6M | +35.5% | -40.9% | +76.4% | +46.5% |
| YTD | +71.3% | -35.5% | +106.8% | +79.8% |
| 1Y | +75.7% | -37.4% | +113.1% | +85.8% |
| All | +234.1% | +25.7% | +208.5% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling