+16.2%
SHW vs LTH
+156.3%
-140.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -1.2% | +1.5% | -2.7% | -1.5% |
| 30D | -11.6% | -3.1% | -8.5% | -11.1% |
| 3M | +9.1% | +28.1% | -19.0% | +4.0% |
| 6M | -0.7% | +67.4% | -68.1% | -10.3% |
| YTD | +1.4% | +59.8% | -58.4% | -7.8% |
| 1Y | -12.3% | +45.6% | -57.9% | -19.0% |
| 3Y | +23.4% | +162.0% | -138.6% | +0.2% |
| All | +16.2% | +156.3% | -140.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling