+220.8%
SOXX vs LTH
+153.7%
+67.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +3.0% | -3.7% | +6.8% | +4.1% |
| 30D | -3.1% | -5.3% | +2.2% | -1.8% |
| 3M | -4.4% | +24.2% | -28.6% | -10.7% |
| 6M | +52.9% | +54.8% | -1.9% | +33.6% |
| YTD | +72.0% | +56.1% | +15.9% | +49.5% |
| 1Y | +105.1% | +45.5% | +59.6% | +81.3% |
| All | +220.8% | +153.7% | +67.1% | +154.2% |
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