+196.7%
SITM vs LTH
+150.5%
+46.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +3.9% | -4.0% | +7.9% | +6.0% |
| 30D | -6.6% | -5.3% | -1.3% | -4.0% |
| 3M | -11.9% | +19.0% | -30.9% | -21.4% |
| 6M | +81.1% | +55.8% | +25.4% | +37.8% |
| YTD | +80.0% | +56.1% | +23.8% | +34.9% |
| 1Y | +145.8% | +41.3% | +104.6% | +93.3% |
| 3Y | +475.9% | +156.6% | +319.2% | +210.4% |
| All | +196.7% | +150.5% | +46.3% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling