+293.0%
SAN vs LTH
+186.2%
+106.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +10.8% | +6.4% | +4.4% | +9.4% |
| 30D | -5.7% | +16.7% | -22.5% | -8.7% |
| 3M | -13.4% | +11.7% | -25.1% | -15.5% |
| 6M | +3.5% | +48.5% | -45.0% | -5.0% |
| YTD | +9.7% | +78.4% | -68.7% | -3.2% |
| 1Y | +20.9% | +89.7% | -68.8% | +5.3% |
| 3Y | +254.3% | +245.6% | +8.7% | +169.4% |
| 5Y | +304.2% | +142.7% | +161.5% | +199.5% |
| All | +293.0% | +186.2% | +106.8% | +197.1% |
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