+164.2%
LTH vs SM
+13.1%
+151.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.2% |
| 7D | +7.0% | -22.3% | +29.3% | +9.5% |
| 30D | +15.4% | -21.4% | +36.8% | +17.9% |
| 3M | +7.0% | +1.4% | +5.7% | +6.0% |
| 6M | +46.9% | +0.1% | +46.7% | +44.5% |
| YTD | +76.4% | +59.0% | +17.5% | +60.0% |
| 1Y | +83.7% | +64.3% | +19.4% | +65.4% |
| 3Y | +248.9% | -13.1% | +262.0% | +232.9% |
| 5Y | +141.8% | -13.9% | +155.7% | +109.1% |
| All | +164.2% | +13.1% | +151.0% | +145.6% |
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