+15.2%
SONY vs LTH
+150.5%
-135.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.7% | -4.0% | +1.3% | -1.8% |
| 30D | +1.5% | -5.3% | +6.8% | +2.7% |
| 3M | +13.0% | +19.0% | -6.0% | +8.6% |
| 6M | +11.2% | +55.8% | -44.6% | +0.4% |
| YTD | -6.6% | +56.1% | -62.8% | -15.9% |
| 1Y | -18.1% | +41.3% | -59.4% | -24.8% |
| 3Y | +42.1% | +156.6% | -114.6% | +12.3% |
| All | +15.2% | +150.5% | -135.2% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling