+130.8%
SPMO vs LTH
+174.8%
-44.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.7% |
| 7D | +9.8% | -4.6% | +14.4% | +10.6% |
| 30D | -9.2% | +14.8% | -24.0% | -11.3% |
| 3M | -11.0% | +3.9% | -14.9% | -11.7% |
| 6M | -6.6% | +35.5% | -42.1% | -11.8% |
| YTD | +13.3% | +71.3% | -58.0% | +2.4% |
| 1Y | +12.7% | +75.7% | -63.0% | +1.3% |
| 3Y | +127.5% | +231.9% | -104.4% | +84.5% |
| 5Y | +117.4% | +130.5% | -13.1% | +73.6% |
| All | +130.8% | +174.8% | -44.1% | +85.4% |
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