+72.2%
LTH vs SUNB
+13.3%
+58.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.0% | -4.0% |
| 7D | -4.6% | +7.1% | -11.7% | -5.1% |
| 30D | +14.8% | +5.4% | +9.4% | +14.2% |
| 3M | +3.9% | +1.7% | +2.2% | +3.9% |
| 6M | +35.5% | +14.1% | +21.4% | +32.4% |
| All | +72.2% | +13.3% | +58.9% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 10y: compounded portfolio wealth divided by compounded SUNB 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…
10y analysis · Full analysis span regression · 6 months rolling