-16.8%
SGI vs LTH
+46.0%
-62.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.3% |
| 7D | +9.3% | +1.5% | +7.8% | +8.6% |
| 30D | +6.9% | -3.1% | +9.9% | +8.0% |
| 3M | +2.8% | +28.1% | -25.3% | -7.6% |
| 6M | -12.6% | +67.4% | -80.0% | -29.2% |
| YTD | -21.5% | +59.8% | -81.3% | -35.1% |
| All | -16.8% | +46.0% | -62.9% | -30.7% |
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 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