+234.1%
LTH vs SM
-3.8%
+237.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.2% | -9.3% | -4.3% |
| 7D | -4.6% | +10.6% | -15.2% | -4.9% |
| 30D | +14.8% | -15.0% | +29.8% | +15.4% |
| 3M | +3.9% | +1.7% | +2.3% | +3.5% |
| 6M | +35.5% | +5.9% | +29.6% | +34.3% |
| YTD | +71.3% | +79.0% | -7.7% | +58.3% |
| 1Y | +75.7% | +84.7% | -9.0% | +61.4% |
| All | +234.1% | -3.8% | +237.9% | +195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling