-81.6%
SMR vs LTH
+85.5%
-167.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.5% |
| 7D | -2.8% | +6.4% | -9.2% | -5.6% |
| 30D | -27.5% | +16.7% | -44.2% | -32.4% |
| 3M | -43.1% | +11.7% | -54.8% | -46.4% |
| 6M | -58.4% | +48.5% | -106.9% | -68.1% |
| YTD | -63.2% | +78.4% | -141.6% | -74.8% |
| 1Y | -81.6% | +89.7% | -171.3% | -87.3% |
| All | -81.6% | +85.5% | -167.2% | -87.3% |
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