+161.5%
LTH vs SFM
+107.8%
+53.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.3% |
| 7D | -0.6% | -0.1% | -0.6% | -0.7% |
| 30D | -4.6% | -4.4% | -0.2% | -3.9% |
| 3M | +32.8% | +1.5% | +31.3% | +31.4% |
| 6M | +64.6% | +6.5% | +58.1% | +59.4% |
| YTD | +62.6% | +2.2% | +60.5% | +58.7% |
| 1Y | +49.9% | -41.9% | +91.8% | +73.7% |
| All | +161.5% | +107.8% | +53.8% | +88.1% |
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