-13.6%
SOUN vs LTH
+183.1%
-196.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | -4.4% | -4.0% | -0.4% | -2.5% |
| 30D | -13.1% | -1.7% | -11.5% | -12.7% |
| 3M | -7.7% | +28.0% | -35.7% | -19.8% |
| 6M | -21.2% | +54.1% | -75.2% | -38.9% |
| YTD | -35.0% | +57.1% | -92.1% | -50.3% |
| 1Y | -56.4% | +45.8% | -102.1% | -65.6% |
| 3Y | +181.7% | +157.6% | +24.2% | +59.3% |
| All | -13.6% | +183.1% | -196.7% | -46.9% |
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