+70.5%
SO vs LTH
+156.3%
-85.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +1.0% | +1.5% | -0.5% | +0.9% |
| 30D | -3.2% | -3.1% | -0.1% | -3.1% |
| 3M | -1.7% | +28.1% | -29.8% | -3.0% |
| 6M | -7.2% | +67.4% | -74.6% | -9.8% |
| YTD | +4.6% | +59.8% | -55.2% | +1.8% |
| 1Y | +1.2% | +45.6% | -44.4% | -1.0% |
| 3Y | +45.3% | +162.0% | -116.7% | +35.1% |
| All | +70.5% | +156.3% | -85.8% | +51.2% |
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