+37.0%
SOLS vs LTH
+80.0%
-42.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.6% |
| 7D | +14.0% | -1.3% | +15.3% | +14.0% |
| 30D | +10.0% | +15.7% | -5.7% | +9.2% |
| 3M | +5.8% | +5.0% | +0.8% | +5.8% |
| 6M | -25.2% | +37.7% | -62.9% | -28.6% |
| YTD | +36.5% | +75.0% | -38.5% | +24.1% |
| 1Y | +45.0% | +82.6% | -37.6% | +31.6% |
| All | +37.0% | +80.0% | -42.9% | +24.3% |
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