+341.8%
SITM vs LTH
+249.2%
+92.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | +17.2% | +0.3% | +16.9% | +16.9% |
| 30D | -17.1% | +17.7% | -34.8% | -22.5% |
| 3M | -29.2% | +8.5% | -37.6% | -31.7% |
| 6M | -47.6% | +46.9% | -94.5% | -56.7% |
| YTD | +33.8% | +78.8% | -45.0% | -2.0% |
| 1Y | +54.1% | +84.9% | -30.8% | +10.8% |
| All | +341.8% | +249.2% | +92.6% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling