+901.7%
SEI vs LTH
+120.9%
+780.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.4% |
| 7D | +27.6% | -4.6% | +32.2% | +28.8% |
| 30D | -17.1% | +14.8% | -32.0% | -20.1% |
| 3M | +4.6% | +3.9% | +0.6% | +3.1% |
| 6M | -15.1% | +35.5% | -50.6% | -21.9% |
| YTD | +41.2% | +71.3% | -30.2% | +22.1% |
| 1Y | +37.5% | +75.7% | -38.2% | +18.2% |
| 3Y | +693.7% | +231.9% | +461.7% | +501.1% |
| 5Y | +901.7% | +130.5% | +771.3% | +666.7% |
| All | +901.7% | +120.9% | +780.9% | +666.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling