+243.5%
SAN vs LTH
+241.8%
+1.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | +4.0% | -1.3% | +5.3% | +4.3% |
| 30D | -7.8% | +15.7% | -23.5% | -10.5% |
| 3M | -16.4% | +5.0% | -21.4% | -17.3% |
| 6M | +3.5% | +37.7% | -34.1% | -3.7% |
| YTD | +6.7% | +75.0% | -68.3% | -5.9% |
| 1Y | +14.5% | +82.6% | -68.2% | +0.2% |
| 3Y | +243.5% | +241.3% | +2.2% | +177.7% |
| All | +243.5% | +241.8% | +1.7% | +177.7% |
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