+32.1%
SOLS vs LTH
+67.2%
-35.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +0.3% | -0.6% | +1.0% | +0.4% |
| 30D | +2.1% | -4.6% | +6.7% | +2.5% |
| 3M | -24.1% | +32.8% | -57.0% | -28.0% |
| 6M | -15.0% | +64.6% | -79.6% | -22.4% |
| YTD | +31.6% | +62.6% | -31.0% | +19.8% |
| All | +32.1% | +67.2% | -35.1% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling