+33.8%
SOLS vs LTH
+64.3%
-30.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.4% |
| 7D | +4.5% | +1.5% | +3.0% | +4.4% |
| 30D | +6.0% | -3.1% | +9.1% | +6.2% |
| 3M | -19.7% | +28.1% | -47.8% | -23.4% |
| 6M | -10.4% | +67.4% | -77.8% | -18.4% |
| YTD | +33.3% | +59.8% | -26.5% | +21.5% |
| All | +33.8% | +64.3% | -30.5% | +21.7% |
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