+156.6%
SPMO vs LTH
+160.9%
-4.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | -0.4% | -4.6% | +4.2% | +0.3% |
| 3M | -1.9% | +32.8% | -34.7% | -6.8% |
| 6M | +25.0% | +64.6% | -39.6% | +14.1% |
| YTD | +26.0% | +62.6% | -36.6% | +15.1% |
| 1Y | +28.7% | +49.9% | -21.3% | +18.9% |
| 3Y | +160.9% | +151.3% | +9.6% | +120.2% |
| All | +156.6% | +160.9% | -4.3% | +108.4% |
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 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