-12.5%
SPGI vs LTH
+54.1%
-66.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.1% | -0.6% | +0.8% | +0.2% |
| 30D | +8.4% | -4.6% | +13.0% | +8.8% |
| 3M | +11.8% | +32.8% | -21.0% | +8.6% |
| 6M | +5.7% | +64.6% | -58.9% | -1.6% |
| YTD | -9.7% | +62.6% | -72.3% | -15.8% |
| 1Y | -12.5% | +49.9% | -62.4% | -18.8% |
| All | -12.5% | +54.1% | -66.6% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling