+685.6%
SEI vs LTH
+160.9%
+524.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.4% |
| 7D | +10.2% | -0.6% | +10.9% | +10.4% |
| 30D | -1.0% | -4.6% | +3.6% | 0.0% |
| 3M | -27.9% | +32.8% | -60.7% | -33.0% |
| 6M | +10.4% | +64.6% | -54.2% | -2.8% |
| YTD | +20.1% | +62.6% | -42.5% | +5.9% |
| 1Y | +109.7% | +49.9% | +59.8% | +87.9% |
| 3Y | +458.6% | +151.3% | +307.3% | +346.9% |
| All | +685.6% | +160.9% | +524.7% | +498.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling