-81.4%
SMR vs LTH
+77.7%
-159.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.2% | -3.7% | -6.1% |
| 7D | +10.3% | -4.6% | +14.9% | +12.4% |
| 30D | -25.7% | +14.8% | -40.6% | -30.5% |
| 3M | -49.7% | +3.9% | -53.7% | -51.0% |
| 6M | -59.8% | +35.5% | -95.3% | -67.7% |
| YTD | -66.0% | +71.3% | -137.3% | -76.7% |
| 1Y | -81.4% | +75.7% | -157.1% | -87.4% |
| All | -81.4% | +77.7% | -159.1% | -87.4% |
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