+146.2%
SN vs LTH
+90.2%
+56.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +19.4% | +17.7% | +1.7% | +14.2% |
| 3M | +20.9% | +8.5% | +12.4% | +18.0% |
| 6M | +111.1% | +46.9% | +64.2% | +90.7% |
| YTD | +102.8% | +78.8% | +24.0% | +70.8% |
| 1Y | +146.2% | +84.9% | +61.3% | +103.1% |
| All | +146.2% | +90.2% | +56.0% | +103.1% |
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