+76.9%
SO vs LTH
+184.4%
-107.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -1.5% | +4.5% | -5.9% | -1.7% |
| 30D | +8.1% | +16.3% | -8.3% | +7.2% |
| 3M | +0.2% | +8.4% | -8.2% | -0.3% |
| 6M | +0.4% | +40.3% | -39.9% | -1.4% |
| YTD | +8.5% | +77.3% | -68.8% | +5.0% |
| 1Y | +4.9% | +88.0% | -83.0% | +1.2% |
| 3Y | +47.9% | +274.3% | -226.4% | +35.0% |
| 5Y | +75.7% | +142.9% | -67.2% | +56.6% |
| All | +76.9% | +184.4% | -107.5% | +56.0% |
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 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