+43.0%
SN vs LTH
+54.1%
-11.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -9.3% | -0.6% | -8.7% | -9.2% |
| 30D | -4.8% | -4.6% | -0.2% | -3.8% |
| 3M | +40.4% | +32.8% | +7.6% | +31.4% |
| 6M | +50.9% | +64.6% | -13.7% | +33.7% |
| YTD | +54.9% | +62.6% | -7.7% | +37.1% |
| 1Y | +43.0% | +49.9% | -6.9% | +24.1% |
| All | +43.0% | +54.1% | -11.1% | +24.1% |
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