+30.5%
SONY vs LTH
+180.7%
-150.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +1.1% |
| 7D | +0.3% | -1.3% | +1.5% | +0.5% |
| 30D | +11.1% | +15.7% | -4.5% | +7.6% |
| 3M | +14.7% | +5.0% | +9.7% | +13.2% |
| 6M | +18.8% | +37.7% | -18.9% | +10.3% |
| YTD | +5.7% | +75.0% | -69.3% | -7.2% |
| 1Y | -8.1% | +82.6% | -90.7% | -20.1% |
| 3Y | +64.0% | +241.3% | -177.3% | +22.2% |
| 5Y | +12.6% | +135.4% | -122.8% | -18.5% |
| All | +30.5% | +180.7% | -150.2% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling