-10.4%
SHW vs LTH
+43.6%
-54.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -3.2% | -4.0% | +0.8% | -2.1% |
| 30D | -11.4% | -1.7% | -9.7% | -11.1% |
| 3M | +3.5% | +28.0% | -24.5% | -2.4% |
| 6M | -3.4% | +54.1% | -57.4% | -13.1% |
| YTD | -0.3% | +57.1% | -57.4% | -11.2% |
| 1Y | -10.4% | +45.8% | -56.2% | -18.2% |
| All | -10.4% | +43.6% | -54.0% | -18.2% |
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 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