+72.5%
SAP vs LTH
+160.9%
-88.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +9.0% | -4.6% | +13.6% | +9.9% |
| 3M | +14.9% | +32.8% | -17.9% | +8.1% |
| 6M | +11.9% | +64.6% | -52.7% | -0.4% |
| YTD | -9.9% | +62.6% | -72.5% | -19.7% |
| 1Y | -19.5% | +49.9% | -69.5% | -27.2% |
| 3Y | +61.8% | +151.3% | -89.5% | +28.2% |
| All | +72.5% | +160.9% | -88.4% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling