-69.4%
SMR vs LTH
+43.6%
-113.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | +13.1% | -4.0% | +17.1% | +14.4% |
| 30D | +17.8% | -1.7% | +19.4% | +17.7% |
| 3M | +8.1% | +28.0% | -19.9% | -5.2% |
| 6M | -11.1% | +54.1% | -65.2% | -26.7% |
| YTD | -23.7% | +57.1% | -80.8% | -36.7% |
| 1Y | -69.4% | +45.8% | -115.2% | -72.8% |
| All | -69.4% | +43.6% | -113.0% | -72.8% |
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