-13.6%
SKDD vs LTH
+13.4%
-27.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.3% | +4.0% | +1.5% |
| 7D | +28.7% | +9.9% | +18.8% | +11.6% |
| 30D | +54.1% | +18.3% | +35.8% | +20.2% |
| 3M | -22.7% | +5.9% | -28.7% | -27.6% |
| All | -13.6% | +13.4% | -27.0% | -28.7% |
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 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 · Available span rolling