+39.3%
SONY vs LTH
+155.4%
-116.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -4.9% | -4.0% | -0.9% | -4.1% |
| 30D | -1.6% | -1.7% | +0.1% | -1.3% |
| 3M | +10.0% | +28.0% | -18.0% | +4.6% |
| 6M | +8.4% | +54.1% | -45.6% | -0.9% |
| YTD | -8.4% | +57.1% | -65.5% | -16.7% |
| 1Y | -18.4% | +45.8% | -64.1% | -24.9% |
| All | +39.3% | +155.4% | -116.0% | +17.1% |
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