-6.4%
SAP vs LTH
+84.4%
-90.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | -0.7% | +4.5% | -5.1% | -1.2% |
| 30D | +11.1% | +16.3% | -5.2% | +9.1% |
| 3M | +17.0% | +8.4% | +8.7% | +15.8% |
| 6M | +34.8% | +40.3% | -5.4% | +30.5% |
| YTD | -2.2% | +77.3% | -79.5% | -10.1% |
| 1Y | -6.4% | +88.0% | -94.4% | -14.9% |
| All | -6.4% | +84.4% | -90.9% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling