-65.4%
SE vs LTH
+160.9%
-226.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.1% | -0.6% | -5.4% | -5.8% |
| 30D | -2.5% | -4.6% | +2.1% | -0.4% |
| 3M | +21.7% | +32.8% | -11.1% | +6.0% |
| 6M | +27.0% | +64.6% | -37.6% | -1.2% |
| YTD | -12.1% | +62.6% | -74.8% | -31.4% |
| 1Y | -40.9% | +49.9% | -90.9% | -52.4% |
| 3Y | +191.0% | +151.3% | +39.7% | +70.3% |
| All | -65.4% | +160.9% | -226.3% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling