+133.8%
LTH vs SNY
+9.7%
+124.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.0% | -3.3% | -0.7% | -3.1% |
| 30D | -5.3% | -2.2% | -3.1% | -4.7% |
| 3M | +19.0% | -3.0% | +22.1% | +20.0% |
| 6M | +55.8% | +2.7% | +53.0% | +54.6% |
| YTD | +56.1% | -6.8% | +63.0% | +58.8% |
| 1Y | +41.3% | -5.3% | +46.5% | +42.8% |
| 3Y | +156.6% | -9.8% | +166.4% | +158.2% |
| All | +133.8% | +9.7% | +124.1% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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