+19.2%
SPGI vs LTH
+184.4%
-165.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +0.3% | +4.5% | -4.2% | -0.6% |
| 30D | +18.4% | +16.3% | +2.0% | +15.0% |
| 3M | +15.7% | +8.4% | +7.3% | +13.7% |
| 6M | +17.3% | +40.3% | -23.0% | +9.4% |
| YTD | -4.7% | +77.3% | -82.0% | -15.7% |
| 1Y | +1.8% | +88.0% | -86.1% | -11.0% |
| 3Y | +31.7% | +274.3% | -242.6% | -1.6% |
| 5Y | +12.1% | +142.9% | -130.8% | -18.8% |
| All | +19.2% | +184.4% | -165.2% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling