+11.5%
SPMO vs LTH
+84.0%
-72.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.2% | -1.5% |
| 7D | -8.9% | +9.9% | -18.7% | -9.7% |
| 30D | -13.8% | +18.3% | -32.1% | -15.3% |
| 3M | -12.5% | +5.9% | -18.5% | -13.0% |
| 6M | -1.5% | +80.3% | -81.8% | -10.7% |
| YTD | +11.3% | +78.3% | -67.0% | +0.9% |
| 1Y | +11.5% | +81.0% | -69.6% | +0.6% |
| All | +11.5% | +84.0% | -72.6% | +0.6% |
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