+67.2%
SGI vs LTH
+241.8%
-174.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.5% |
| 7D | -5.3% | -1.3% | -4.0% | -4.9% |
| 30D | -2.1% | +15.7% | -17.7% | -6.9% |
| 3M | -8.2% | +5.0% | -13.2% | -10.0% |
| 6M | -4.6% | +37.7% | -42.2% | -14.9% |
| YTD | -31.5% | +75.0% | -106.5% | -43.7% |
| 1Y | -30.8% | +82.6% | -113.5% | -44.0% |
| 3Y | +67.2% | +241.3% | -174.1% | +10.2% |
| All | +67.2% | +241.8% | -174.6% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling