+440.4%
SN vs LTH
+253.6%
+186.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | +7.6% | +6.4% | +1.2% | +5.1% |
| 30D | +22.4% | +16.7% | +5.7% | +15.7% |
| 3M | +21.7% | +11.7% | +10.0% | +16.5% |
| 6M | +102.8% | +48.5% | +54.3% | +74.9% |
| YTD | +102.4% | +78.4% | +24.0% | +60.7% |
| 1Y | +139.0% | +89.7% | +49.3% | +84.9% |
| 3Y | +440.4% | +245.6% | +194.8% | +285.3% |
| All | +440.4% | +253.6% | +186.8% | +285.3% |
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