+87.2%
SAP vs LTH
+184.4%
-97.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | -0.7% | +4.5% | -5.1% | -1.6% |
| 30D | +11.1% | +16.3% | -5.2% | +7.6% |
| 3M | +17.0% | +8.4% | +8.7% | +14.8% |
| 6M | +34.8% | +40.3% | -5.4% | +24.9% |
| YTD | -2.2% | +77.3% | -79.5% | -14.5% |
| 1Y | -6.4% | +88.0% | -94.4% | -19.3% |
| 3Y | +75.1% | +274.3% | -199.1% | +27.5% |
| 5Y | +69.8% | +142.9% | -73.1% | +20.8% |
| All | +87.2% | +184.4% | -97.2% | +34.4% |
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