+43.2%
SEI vs LTH
+79.8%
-36.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.1% |
| 7D | +10.5% | -1.3% | +11.7% | +10.5% |
| 30D | -8.0% | +15.7% | -23.7% | -9.3% |
| 3M | +6.7% | +5.0% | +1.7% | +6.4% |
| 6M | -17.0% | +37.7% | -54.7% | -24.1% |
| YTD | +39.7% | +75.0% | -35.4% | +20.4% |
| 1Y | +43.2% | +82.6% | -39.5% | +21.3% |
| All | +43.2% | +79.8% | -36.6% | +21.3% |
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