+175.4%
SITM vs LTH
+152.0%
+23.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.7% |
| 7D | +3.7% | -4.0% | +7.7% | +5.9% |
| 30D | -14.5% | -1.7% | -12.8% | -13.9% |
| 3M | -10.6% | +28.0% | -38.5% | -23.2% |
| 6M | +65.5% | +54.1% | +11.5% | +26.8% |
| YTD | +67.0% | +57.1% | +9.9% | +24.8% |
| 1Y | +138.6% | +45.8% | +92.8% | +84.4% |
| 3Y | +421.8% | +157.6% | +264.3% | +180.8% |
| All | +175.4% | +152.0% | +23.4% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling