+593.8%
SEI vs LTH
+155.4%
+438.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.2% |
| 7D | +28.2% | -4.0% | +32.2% | +29.5% |
| 30D | +15.5% | -1.7% | +17.1% | +15.9% |
| 3M | -1.4% | +28.0% | -29.4% | -9.5% |
| 6M | +37.4% | +54.1% | -16.6% | +18.7% |
| YTD | +47.8% | +57.1% | -9.3% | +26.6% |
| 1Y | +174.3% | +45.8% | +128.5% | +139.8% |
| All | +593.8% | +155.4% | +438.5% | +437.1% |
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