-53.7%
SMR vs LTH
+202.3%
-256.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.0% |
| 7D | -8.3% | -1.3% | -7.0% | -7.9% |
| 30D | -20.1% | +15.7% | -35.7% | -23.9% |
| 3M | -52.7% | +5.0% | -57.7% | -53.7% |
| 6M | -61.0% | +37.7% | -98.7% | -65.4% |
| YTD | -67.1% | +75.0% | -142.1% | -73.0% |
| 1Y | -79.9% | +82.6% | -162.5% | -83.7% |
| 3Y | +101.7% | +241.3% | -139.6% | +37.3% |
| All | -53.7% | +202.3% | -256.0% | -69.1% |
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 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