+398.8%
SN vs LTH
+268.4%
+130.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | +7.2% | +4.5% | +2.7% | +5.4% |
| 30D | +20.4% | +16.3% | +4.0% | +14.0% |
| 3M | +23.9% | +8.4% | +15.5% | +20.0% |
| 6M | +93.0% | +40.3% | +52.8% | +70.2% |
| YTD | +99.2% | +77.3% | +22.0% | +59.1% |
| 1Y | +142.6% | +88.0% | +54.6% | +89.1% |
| 3Y | +398.8% | +274.3% | +124.5% | +257.0% |
| All | +398.8% | +268.4% | +130.4% | +257.0% |
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