-76.0%
SE vs LTH
+183.0%
-258.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.2% |
| 7D | +3.3% | +7.0% | -3.7% | +0.1% |
| 30D | -18.2% | +15.4% | -33.6% | -23.6% |
| 3M | -31.3% | +7.0% | -38.3% | -33.9% |
| 6M | -10.1% | +46.9% | -57.0% | -25.8% |
| YTD | -38.9% | +76.4% | -115.3% | -54.3% |
| 1Y | -48.0% | +83.7% | -131.7% | -62.0% |
| 3Y | +78.8% | +248.9% | -170.1% | -11.6% |
| 5Y | -77.1% | +141.8% | -219.0% | -89.0% |
| All | -76.0% | +183.0% | -258.9% | -88.7% |
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 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