+137.8%
LTH vs SPY
+72.1%
+65.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.6% |
| 7D | -1.3% | +2.6% | -3.9% | -4.6% |
| 30D | +15.7% | -2.0% | +17.6% | +18.1% |
| 3M | +5.0% | -2.8% | +7.8% | +8.1% |
| 6M | +37.7% | +2.1% | +35.5% | +31.9% |
| YTD | +75.0% | +11.5% | +63.5% | +49.1% |
| 1Y | +82.6% | +13.5% | +69.2% | +51.9% |
| 3Y | +241.3% | +77.7% | +163.6% | +44.0% |
| All | +137.8% | +72.1% | +65.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling