+863.0%
SEI vs LTH
+150.5%
+712.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.0% | +5.1% |
| 7D | +22.6% | -4.0% | +26.6% | +23.6% |
| 30D | +9.1% | -5.3% | +14.4% | +10.4% |
| 3M | -11.3% | +19.0% | -30.3% | -15.6% |
| 6M | +22.0% | +55.8% | -33.8% | +8.7% |
| YTD | +47.3% | +56.1% | -8.9% | +30.9% |
| 1Y | +124.8% | +41.3% | +83.5% | +103.9% |
| 3Y | +591.3% | +156.6% | +434.6% | +451.5% |
| All | +863.0% | +150.5% | +712.5% | +639.8% |
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