-6.0%
SOFI vs LTH
+180.7%
-186.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.4% |
| 7D | -4.9% | -1.3% | -3.6% | -4.3% |
| 30D | +8.4% | +15.7% | -7.2% | +0.4% |
| 3M | -16.3% | +5.0% | -21.3% | -19.0% |
| 6M | +0.7% | +37.7% | -37.0% | -16.3% |
| YTD | -41.1% | +75.0% | -116.1% | -57.8% |
| 1Y | -45.7% | +82.6% | -128.3% | -62.0% |
| 3Y | +119.0% | +241.3% | -122.3% | +6.7% |
| 5Y | -32.2% | +135.4% | -167.7% | -66.2% |
| All | -6.0% | +180.7% | -186.7% | -50.9% |
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