+139.3%
LTH vs SPY
+86.3%
+52.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.0% |
| 7D | +1.5% | +0.5% | +1.0% | +0.8% |
| 30D | -3.1% | -0.9% | -2.1% | -1.9% |
| 3M | +28.1% | +3.9% | +24.2% | +21.1% |
| 6M | +67.4% | +14.5% | +52.9% | +38.7% |
| YTD | +59.8% | +12.9% | +46.9% | +35.0% |
| 1Y | +45.6% | +19.4% | +26.2% | +13.6% |
| 3Y | +162.0% | +78.5% | +83.5% | +12.7% |
| All | +139.3% | +86.3% | +52.9% | +7.1% |
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