+45.6%
LTH vs SM
+46.7%
-1.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -1.4% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -3.1% | +31.5% | -34.6% | -0.2% |
| 3M | +28.1% | +17.3% | +10.8% | +30.8% |
| 6M | +67.4% | +48.5% | +18.9% | +70.6% |
| YTD | +59.8% | +106.3% | -46.5% | +59.4% |
| 1Y | +45.6% | +47.3% | -1.7% | +48.6% |
| All | +45.6% | +46.7% | -1.2% | +48.6% |
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 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