+143.5%
LTH vs SPY
+87.4%
+56.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | -0.6% | +0.1% | -0.8% | -0.8% |
| 30D | -4.6% | +0.1% | -4.6% | -4.7% |
| 3M | +32.8% | +2.0% | +30.8% | +28.6% |
| 6M | +64.6% | +13.0% | +51.6% | +39.0% |
| YTD | +62.6% | +13.5% | +49.1% | +36.4% |
| 1Y | +49.9% | +20.0% | +30.0% | +16.2% |
| 3Y | +151.3% | +77.2% | +74.1% | +9.3% |
| All | +143.5% | +87.4% | +56.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling