+7.5%
SMR vs LTH
+171.3%
-163.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | +13.1% | -4.0% | +17.1% | +14.5% |
| 30D | +17.8% | -1.7% | +19.4% | +18.1% |
| 3M | +8.1% | +28.0% | -19.9% | -1.5% |
| 6M | -11.1% | +54.1% | -65.2% | -23.7% |
| YTD | -23.7% | +57.1% | -80.8% | -34.8% |
| 1Y | -69.4% | +45.8% | -115.2% | -73.4% |
| 3Y | +82.6% | +157.6% | -75.0% | +32.0% |
| All | +7.5% | +171.3% | -163.8% | -25.5% |
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