+60.5%
SONY vs LTH
+249.2%
-188.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +9.2% | +17.7% | -8.5% | +5.5% |
| 3M | +12.2% | +8.5% | +3.7% | +10.2% |
| 6M | +24.4% | +46.9% | -22.5% | +14.6% |
| YTD | +3.5% | +78.8% | -75.3% | -8.7% |
| 1Y | -9.2% | +84.9% | -94.1% | -20.4% |
| All | +60.5% | +249.2% | -188.7% | +35.2% |
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