+87.6%
LTH vs SPY
+12.3%
+75.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -2.2% |
| 7D | +7.0% | +0.1% | +6.9% | +6.7% |
| 30D | +15.4% | -3.3% | +18.8% | +18.2% |
| 3M | +7.0% | -2.4% | +9.4% | +8.7% |
| 6M | +46.9% | +2.6% | +44.3% | +40.9% |
| YTD | +76.4% | +11.2% | +65.2% | +55.3% |
| All | +87.6% | +12.3% | +75.2% | +64.2% |
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