+87.6%
LTH vs SM
+62.4%
+25.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.8% |
| 7D | +7.0% | -22.3% | +29.3% | +3.9% |
| 30D | +15.4% | -21.4% | +36.8% | +12.4% |
| 3M | +7.0% | +1.4% | +5.7% | +8.5% |
| 6M | +46.9% | +0.1% | +46.7% | +49.2% |
| YTD | +76.4% | +59.0% | +17.5% | +75.6% |
| All | +87.6% | +62.4% | +25.2% | +85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling