+18.9%
SHW vs LTH
+160.9%
-142.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -9.5% | -4.6% | -4.9% | -8.8% |
| 3M | +11.5% | +32.8% | -21.4% | +5.5% |
| 6M | -3.5% | +64.6% | -68.2% | -12.6% |
| YTD | +3.7% | +62.6% | -58.9% | -6.0% |
| 1Y | -7.9% | +49.9% | -57.9% | -15.4% |
| 3Y | +24.7% | +151.3% | -126.6% | +2.0% |
| All | +18.9% | +160.9% | -142.0% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling