+164.2%
LTH vs SPY
+83.6%
+80.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -3.5% |
| 7D | +7.0% | +0.1% | +6.9% | +6.5% |
| 30D | +15.4% | -3.3% | +18.8% | +20.0% |
| 3M | +7.0% | -2.4% | +9.4% | +9.7% |
| 6M | +46.9% | +2.6% | +44.3% | +39.9% |
| YTD | +76.4% | +11.2% | +65.2% | +51.0% |
| 1Y | +83.7% | +13.4% | +70.3% | +53.0% |
| 3Y | +248.9% | +79.9% | +169.0% | +45.7% |
| 5Y | +141.8% | +72.2% | +69.6% | +7.8% |
| All | +164.2% | +83.6% | +80.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling