+289.9%
SAN vs LTH
+183.0%
+106.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.2% |
| 7D | +8.7% | +7.0% | +1.7% | +7.3% |
| 30D | -6.5% | +15.4% | -21.9% | -9.2% |
| 3M | -14.2% | +7.0% | -21.2% | -15.5% |
| 6M | +2.7% | +46.9% | -44.1% | -5.5% |
| YTD | +8.9% | +76.4% | -67.5% | -3.8% |
| 1Y | +23.4% | +83.7% | -60.4% | +8.1% |
| 3Y | +257.9% | +248.9% | +9.1% | +171.7% |
| 5Y | +297.8% | +141.8% | +155.9% | +195.7% |
| All | +289.9% | +183.0% | +106.9% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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