+269.7%
SOXX vs LTH
+152.0%
+117.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | +6.1% | -4.0% | +10.1% | +7.4% |
| 30D | +0.5% | -1.7% | +2.2% | +0.9% |
| 3M | -5.3% | +28.0% | -33.3% | -12.9% |
| 6M | +58.3% | +54.1% | +4.3% | +36.9% |
| YTD | +76.8% | +57.1% | +19.8% | +51.6% |
| 1Y | +114.6% | +45.8% | +68.8% | +87.4% |
| 3Y | +229.6% | +157.6% | +72.1% | +135.1% |
| All | +269.7% | +152.0% | +117.7% | +140.9% |
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 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