+161.5%
SMR vs LTH
+240.3%
-78.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +7.3% |
| 7D | +1.7% | +7.0% | -5.3% | -1.7% |
| 30D | -24.4% | +15.4% | -39.9% | -29.4% |
| 3M | -44.6% | +7.0% | -51.6% | -46.7% |
| 6M | -56.7% | +46.9% | -103.5% | -64.8% |
| YTD | -61.6% | +76.4% | -138.0% | -71.4% |
| 1Y | -82.1% | +83.7% | -165.8% | -86.9% |
| 3Y | +161.5% | +248.9% | -87.3% | +29.9% |
| All | +161.5% | +240.3% | -78.7% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling