+63.7%
SE vs LTH
+241.8%
-178.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.5% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | -20.9% | +15.7% | -36.6% | -24.4% |
| 3M | -38.9% | +5.0% | -43.9% | -40.0% |
| 6M | -19.4% | +37.7% | -57.1% | -27.4% |
| YTD | -40.9% | +75.0% | -115.9% | -50.7% |
| 1Y | -46.2% | +82.6% | -128.8% | -55.6% |
| 3Y | +63.7% | +241.3% | -177.6% | +42.0% |
| All | +63.7% | +241.8% | -178.1% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling