-17.9%
SONY vs LTH
+45.0%
-62.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | -5.8% | -3.7% | -2.0% | -4.8% |
| 30D | -0.4% | -5.3% | +4.9% | +1.0% |
| 3M | +13.3% | +24.2% | -10.9% | +6.9% |
| 6M | +8.5% | +54.8% | -46.3% | -4.0% |
| YTD | -8.1% | +56.1% | -64.2% | -18.9% |
| 1Y | -17.9% | +45.5% | -63.4% | -25.0% |
| All | -17.9% | +45.0% | -62.9% | -25.0% |
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