+13.0%
SONY vs LTH
+152.0%
-139.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 6M | +8.4% | +54.1% | -45.6% | -1.9% |
| YTD | -8.4% | +57.1% | -65.5% | -17.6% |
| 1Y | -18.4% | +45.8% | -64.1% | -25.5% |
| 3Y | +41.0% | +157.6% | -116.6% | +11.3% |
| All | +13.0% | +152.0% | -139.0% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling