+59.3%
SGI vs LTH
+156.3%
-97.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.1% |
| 7D | +9.3% | +1.5% | +7.8% | +8.8% |
| 30D | +6.9% | -3.1% | +9.9% | +7.9% |
| 3M | +2.8% | +28.1% | -25.3% | -5.6% |
| 6M | -12.6% | +67.4% | -80.0% | -26.8% |
| YTD | -21.5% | +59.8% | -81.3% | -33.3% |
| 1Y | -18.8% | +45.6% | -64.3% | -29.1% |
| 3Y | +60.8% | +162.0% | -101.2% | +12.1% |
| All | +59.3% | +156.3% | -97.0% | +3.3% |
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 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