+75.7%
LTH vs SPY
+11.8%
+63.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.9% |
| 7D | -4.6% | +3.3% | -7.9% | -6.8% |
| 30D | +14.8% | -2.7% | +17.5% | +17.0% |
| 3M | +3.9% | -1.7% | +5.7% | +5.0% |
| 6M | +35.5% | +3.1% | +32.4% | +29.6% |
| YTD | +71.3% | +11.9% | +59.4% | +50.2% |
| 1Y | +75.7% | +12.0% | +63.7% | +53.8% |
| All | +75.7% | +11.8% | +63.9% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling