+11.1%
SMR vs LTH
+176.0%
-164.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.0% | +15.8% |
| 7D | +21.4% | +1.5% | +19.9% | +20.7% |
| 30D | +13.8% | -3.1% | +16.9% | +14.7% |
| 3M | +3.9% | +28.1% | -24.2% | -5.3% |
| 6M | -4.2% | +67.4% | -71.6% | -19.8% |
| YTD | -21.1% | +59.8% | -80.9% | -32.9% |
| 1Y | -67.1% | +45.6% | -112.7% | -71.4% |
| 3Y | +88.9% | +162.0% | -73.1% | +35.8% |
| All | +11.1% | +176.0% | -164.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling