+133.7%
LTH vs SNY
+9.6%
+124.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.7% | -3.6% | -0.1% | -2.7% |
| 30D | -5.3% | -1.9% | -3.4% | -4.8% |
| 3M | +24.2% | -2.0% | +26.1% | +24.8% |
| 6M | +54.8% | +2.5% | +52.3% | +53.7% |
| YTD | +56.1% | -7.0% | +63.0% | +58.8% |
| 1Y | +45.5% | -4.4% | +49.9% | +46.8% |
| 3Y | +155.9% | -8.4% | +164.3% | +155.9% |
| All | +133.7% | +9.6% | +124.1% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling