+165.5%
LTH vs SM
+16.3%
+149.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +4.5% | -25.9% | +30.4% | +7.5% |
| 30D | +16.3% | -15.1% | +31.5% | +17.8% |
| 3M | +8.4% | +4.9% | +3.5% | +7.0% |
| 6M | +40.3% | +6.1% | +34.1% | +37.1% |
| YTD | +77.3% | +63.4% | +13.8% | +60.3% |
| 1Y | +88.0% | +72.5% | +15.5% | +68.2% |
| 3Y | +274.3% | -16.9% | +291.2% | +260.4% |
| 5Y | +142.9% | -10.6% | +153.5% | +109.9% |
| All | +165.5% | +16.3% | +149.1% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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