+12.5%
SPGI vs LTH
+132.1%
-119.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.6% |
| 7D | -0.8% | -4.6% | +3.8% | +0.1% |
| 30D | +14.3% | +14.8% | -0.6% | +11.2% |
| 3M | +14.5% | +3.9% | +10.6% | +13.4% |
| 6M | +17.3% | +35.5% | -18.2% | +9.9% |
| YTD | -4.6% | +71.3% | -75.9% | -15.4% |
| 1Y | +0.8% | +75.7% | -74.9% | -11.2% |
| 3Y | +28.8% | +231.9% | -203.1% | -2.4% |
| All | +12.5% | +132.1% | -119.6% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling