+110.6%
SOFI vs LTH
+159.1%
-48.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | +5.6% | +1.5% | +4.1% | +4.9% |
| 30D | -2.0% | -3.1% | +1.0% | -0.9% |
| 3M | +9.2% | +28.1% | -19.0% | -3.7% |
| 6M | -4.7% | +67.4% | -72.1% | -27.3% |
| YTD | -31.2% | +59.8% | -91.0% | -46.4% |
| 1Y | -30.6% | +45.6% | -76.2% | -43.6% |
| 3Y | +110.6% | +162.0% | -51.4% | +31.5% |
| All | +110.6% | +159.1% | -48.5% | +31.5% |
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