+8.2%
SEI vs LTH
+84.0%
-75.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +6.3% | -23.2% | -17.2% |
| 7D | -16.4% | +9.9% | -26.3% | -16.9% |
| 30D | -22.9% | +18.3% | -41.2% | -24.0% |
| 3M | -0.3% | +5.9% | -6.2% | -0.5% |
| 6M | -22.3% | +80.3% | -102.6% | -32.6% |
| YTD | +26.2% | +78.3% | -52.1% | +9.3% |
| 1Y | +8.2% | +81.0% | -72.8% | -6.6% |
| All | +8.2% | +84.0% | -75.8% | -6.6% |
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