+70.3%
SE vs LTH
+268.4%
-198.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | +2.0% | +4.5% | -2.5% | +0.7% |
| 30D | -20.0% | +16.3% | -36.3% | -23.6% |
| 3M | -31.8% | +8.4% | -40.1% | -33.6% |
| 6M | -15.9% | +40.3% | -56.2% | -24.4% |
| YTD | -40.6% | +77.3% | -117.9% | -50.5% |
| 1Y | -50.7% | +88.0% | -138.6% | -59.6% |
| 3Y | +70.3% | +274.3% | -204.0% | +47.7% |
| All | +70.3% | +268.4% | -198.1% | +47.7% |
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 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