+79.2%
SO vs LTH
+183.0%
-103.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -1.1% | +7.0% | -8.1% | -1.5% |
| 30D | +8.6% | +15.4% | -6.8% | +7.7% |
| 3M | +1.8% | +7.0% | -5.2% | +1.4% |
| 6M | +3.6% | +46.9% | -43.2% | +1.5% |
| YTD | +9.9% | +76.4% | -66.5% | +6.4% |
| 1Y | +5.7% | +83.7% | -78.0% | +2.0% |
| 3Y | +52.5% | +248.9% | -196.4% | +39.8% |
| 5Y | +77.3% | +141.8% | -64.5% | +58.1% |
| All | +79.2% | +183.0% | -103.7% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling