-40.9%
SE vs LTH
+54.1%
-95.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.1% | -0.6% | -5.4% | -5.9% |
| 30D | -2.5% | -4.6% | +2.1% | -1.3% |
| 3M | +21.7% | +32.8% | -11.1% | +11.0% |
| 6M | +27.0% | +64.6% | -37.6% | +8.3% |
| YTD | -12.1% | +62.6% | -74.8% | -24.5% |
| 1Y | -40.9% | +49.9% | -90.9% | -46.6% |
| All | -40.9% | +54.1% | -95.0% | -46.6% |
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