-30.8%
SGI vs LTH
+84.4%
-115.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -4.9% |
| 7D | +1.0% | +4.5% | -3.5% | -1.0% |
| 30D | +3.9% | +16.3% | -12.4% | -2.8% |
| 3M | -0.8% | +8.4% | -9.2% | -4.6% |
| 6M | -18.0% | +40.3% | -58.2% | -30.3% |
| YTD | -27.6% | +77.3% | -104.9% | -45.2% |
| All | -30.8% | +84.4% | -115.1% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling