-48.8%
SE vs LTH
+84.0%
-132.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.3% | -1.9% | +2.6% |
| 7D | +6.7% | +9.9% | -3.2% | +3.8% |
| 30D | -17.2% | +18.3% | -35.5% | -21.2% |
| 3M | -28.0% | +5.9% | -34.0% | -29.3% |
| 6M | -6.1% | +80.3% | -86.4% | -22.4% |
| YTD | -37.1% | +78.3% | -115.4% | -47.4% |
| 1Y | -48.8% | +81.0% | -129.8% | -56.7% |
| All | -48.8% | +84.0% | -132.8% | -56.7% |
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 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