-73.1%
SMR vs LTH
+54.1%
-127.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.4% | -0.6% | +5.1% | +4.6% |
| 30D | +3.4% | -4.6% | +8.0% | +4.6% |
| 3M | -19.2% | +32.8% | -52.0% | -29.6% |
| 6M | -22.6% | +64.6% | -87.3% | -36.8% |
| YTD | -31.5% | +62.6% | -94.2% | -43.4% |
| 1Y | -73.1% | +49.9% | -123.0% | -77.7% |
| All | -73.1% | +54.1% | -127.2% | -77.7% |
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 · 6 months rolling