+143.5%
LTH vs SM
+41.7%
+101.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -4.6% | +26.3% | -30.9% | -7.2% |
| 3M | +32.8% | +8.7% | +24.1% | +31.0% |
| 6M | +64.6% | +51.7% | +12.9% | +53.4% |
| YTD | +62.6% | +99.0% | -36.4% | +44.8% |
| 1Y | +49.9% | +34.6% | +15.4% | +41.3% |
| 3Y | +151.3% | -7.8% | +159.1% | +141.9% |
| All | +143.5% | +41.7% | +101.9% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling