+143.5%
LTH vs SFM
+265.0%
-121.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +59.9% |
| YTD | +62.6% | +2.2% | +60.5% | +58.9% |
| 1Y | +49.9% | -41.9% | +91.8% | +67.4% |
| 3Y | +151.3% | +106.8% | +44.6% | +110.4% |
| All | +143.5% | +265.0% | -121.5% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling