+239.1%
SAN vs LTH
+268.4%
-29.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | +4.9% | +4.5% | +0.4% | +4.0% |
| 30D | -13.0% | +16.3% | -29.3% | -15.6% |
| 3M | -18.9% | +8.4% | -27.2% | -20.3% |
| 6M | -4.1% | +40.3% | -44.4% | -11.0% |
| YTD | +2.6% | +77.3% | -74.7% | -9.4% |
| 1Y | +16.9% | +88.0% | -71.0% | +2.2% |
| 3Y | +239.1% | +274.3% | -35.2% | +179.2% |
| All | +239.1% | +268.4% | -29.4% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling