-53.5%
SOUN vs LTH
+215.4%
-268.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.2% | -4.1% |
| 7D | -15.1% | -1.3% | -13.8% | -14.5% |
| 30D | -23.0% | +15.7% | -38.6% | -28.4% |
| 3M | -53.3% | +5.0% | -58.3% | -54.8% |
| 6M | -58.6% | +37.7% | -96.2% | -65.5% |
| YTD | -65.0% | +75.0% | -140.0% | -74.7% |
| 1Y | -71.4% | +82.6% | -154.1% | -79.9% |
| 3Y | +75.4% | +241.3% | -165.9% | -14.2% |
| All | -53.5% | +215.4% | -268.9% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling