-44.5%
SIRI vs LTH
+150.3%
-194.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -3.0% | -3.7% | +0.7% | -2.4% |
| 30D | +1.3% | -5.3% | +6.6% | +2.2% |
| 3M | +5.6% | +24.2% | -18.6% | +2.0% |
| 6M | +35.2% | +54.8% | -19.7% | +25.4% |
| YTD | +49.1% | +56.1% | -7.0% | +37.8% |
| 1Y | +26.8% | +45.5% | -18.8% | +18.4% |
| 3Y | -23.7% | +155.9% | -179.6% | -36.7% |
| All | -44.5% | +150.3% | -194.8% | -55.0% |
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