+4.9%
SOFI vs LTH
+150.3%
-145.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | -7.0% | -3.7% | -3.3% | -5.2% |
| 30D | -4.3% | -5.3% | +1.0% | -1.7% |
| 3M | +8.4% | +24.2% | -15.7% | -4.2% |
| 6M | -5.9% | +54.8% | -60.7% | -27.4% |
| YTD | -34.3% | +56.1% | -90.3% | -49.7% |
| 1Y | -32.6% | +45.5% | -78.1% | -46.8% |
| 3Y | +101.3% | +155.9% | -54.6% | +13.4% |
| All | +4.9% | +150.3% | -145.4% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling