+44.4%
SITM vs LTH
+84.0%
-39.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.3% | -15.7% | -9.0% |
| 7D | -19.5% | +9.9% | -29.4% | -19.2% |
| 30D | -43.2% | +18.3% | -61.5% | -42.8% |
| 3M | -30.8% | +5.9% | -36.8% | -30.4% |
| 6M | -28.6% | +80.3% | -108.9% | -36.0% |
| YTD | +14.2% | +78.3% | -64.1% | +0.9% |
| 1Y | +44.4% | +81.0% | -36.6% | +27.4% |
| All | +44.4% | +84.0% | -39.7% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling