+22.9%
SIRI vs LTH
+38.9%
-15.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | +21.1% | +15.7% | +5.5% | +15.2% |
| 3M | +14.7% | +5.0% | +9.7% | +12.2% |
| 6M | +22.9% | +37.7% | -14.7% | +14.9% |
| All | +22.9% | +38.9% | -15.9% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling