+141.5%
LTH vs SPY
+67.4%
+74.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.7% |
| 7D | +4.5% | -2.7% | +7.2% | +8.0% |
| 30D | +16.3% | -5.4% | +21.7% | +24.5% |
| 3M | +8.4% | -4.1% | +12.5% | +13.7% |
| 6M | +40.3% | +0.7% | +39.6% | +36.9% |
| YTD | +77.3% | +8.7% | +68.6% | +56.4% |
| 1Y | +88.0% | +10.9% | +77.1% | +61.2% |
| 3Y | +274.3% | +75.0% | +199.3% | +61.4% |
| All | +141.5% | +67.4% | +74.1% | +13.3% |
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