+116.2%
SOUN vs LTH
+253.6%
-137.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.6% | -4.9% |
| 7D | -6.1% | +6.4% | -12.5% | -8.3% |
| 30D | -28.2% | +16.7% | -44.9% | -32.6% |
| 3M | -48.1% | +11.7% | -59.8% | -50.6% |
| 6M | -56.4% | +48.5% | -104.9% | -63.9% |
| YTD | -61.2% | +78.4% | -139.6% | -70.8% |
| 1Y | -73.1% | +89.7% | -162.8% | -80.5% |
| 3Y | +116.2% | +245.6% | -129.4% | +35.3% |
| All | +116.2% | +253.6% | -137.4% | +35.3% |
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