+47.0%
SGI vs LTH
+184.4%
-137.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -5.0% |
| 7D | +1.0% | +4.5% | -3.5% | -0.5% |
| 30D | +3.9% | +16.3% | -12.4% | -1.3% |
| 3M | -0.8% | +8.4% | -9.2% | -3.8% |
| 6M | -18.0% | +40.3% | -58.2% | -27.0% |
| YTD | -27.6% | +77.3% | -104.9% | -40.7% |
| 1Y | -27.2% | +88.0% | -115.2% | -41.5% |
| 3Y | +76.0% | +274.3% | -198.3% | +9.3% |
| 5Y | +50.0% | +142.9% | -92.9% | -7.1% |
| All | +47.0% | +184.4% | -137.4% | -8.2% |
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