+137.8%
LTH vs SM
+5.5%
+132.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | +9.4% | -10.7% | -2.3% |
| 30D | +15.7% | -14.4% | +30.0% | +17.2% |
| 3M | +5.0% | +1.6% | +3.4% | +4.1% |
| 6M | +37.7% | +6.3% | +31.3% | +34.7% |
| YTD | +75.0% | +78.8% | -3.8% | +55.9% |
| 1Y | +82.6% | +83.1% | -0.5% | +61.8% |
| 3Y | +241.3% | -5.9% | +247.2% | +223.0% |
| All | +137.8% | +5.5% | +132.3% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling