+20.0%
SPGI vs LTH
+183.0%
-163.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -0.9% | +7.0% | -7.9% | -2.1% |
| 30D | +15.5% | +15.4% | +0.1% | +12.4% |
| 3M | +15.7% | +7.0% | +8.6% | +14.0% |
| 6M | +19.1% | +46.9% | -27.8% | +10.1% |
| YTD | -4.1% | +76.4% | -80.5% | -15.0% |
| 1Y | +1.2% | +83.7% | -82.5% | -11.2% |
| 3Y | +31.6% | +248.9% | -217.3% | -0.1% |
| 5Y | +12.4% | +141.8% | -129.4% | -18.5% |
| All | +20.0% | +183.0% | -163.0% | -12.3% |
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