-44.7%
SIRI vs LTH
+156.3%
-201.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +4.3% | +1.5% | +2.7% | +4.0% |
| 30D | -2.8% | -3.1% | +0.2% | -2.4% |
| 3M | +5.9% | +28.1% | -22.2% | +1.8% |
| 6M | +31.9% | +67.4% | -35.5% | +20.8% |
| YTD | +48.7% | +59.8% | -11.1% | +36.9% |
| 1Y | +23.2% | +45.6% | -22.4% | +15.0% |
| 3Y | -23.9% | +162.0% | -185.9% | -37.2% |
| All | -44.7% | +156.3% | -201.0% | -55.3% |
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