+101.7%
SPG vs LTH
+160.9%
-59.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.4% | -0.6% | -1.7% | -2.3% |
| 30D | -6.8% | -4.6% | -2.2% | -6.0% |
| 3M | +2.7% | +32.8% | -30.1% | -3.6% |
| 6M | +5.5% | +64.6% | -59.2% | -6.0% |
| YTD | +15.7% | +62.6% | -46.9% | +3.1% |
| 1Y | +20.9% | +49.9% | -29.1% | +9.5% |
| 3Y | +112.4% | +151.3% | -39.0% | +68.9% |
| All | +101.7% | +160.9% | -59.2% | +54.5% |
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