+127.1%
SPMO vs LTH
+180.7%
-53.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -1.9% |
| 7D | +6.3% | -1.3% | +7.6% | +6.5% |
| 30D | -8.9% | +15.7% | -24.5% | -11.1% |
| 3M | -13.2% | +5.0% | -18.2% | -14.1% |
| 6M | -9.3% | +37.7% | -46.9% | -14.5% |
| YTD | +11.6% | +75.0% | -63.5% | +0.4% |
| 1Y | +13.4% | +82.6% | -69.3% | +1.3% |
| 3Y | +122.9% | +241.3% | -118.4% | +79.9% |
| 5Y | +113.9% | +135.4% | -21.5% | +70.2% |
| All | +127.1% | +180.7% | -53.6% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling