-10.1%
SOUN vs LTH
+193.1%
-203.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | +4.8% | -4.6% | +9.4% | +6.8% |
| 3M | -15.9% | +32.8% | -48.7% | -28.2% |
| 6M | -17.4% | +64.6% | -82.0% | -38.2% |
| YTD | -32.4% | +62.6% | -95.0% | -49.2% |
| 1Y | -49.3% | +49.9% | -99.2% | -60.5% |
| 3Y | +167.5% | +151.3% | +16.1% | +53.9% |
| All | -10.1% | +193.1% | -203.2% | -45.8% |
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