-0.3%
SPOT vs LTH
+84.0%
-84.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +3.5% |
| 7D | +16.6% | +9.9% | +6.7% | +14.8% |
| 30D | +29.9% | +18.3% | +11.6% | +26.6% |
| 3M | +31.3% | +5.9% | +25.3% | +29.4% |
| 6M | +43.2% | +80.3% | -37.1% | +30.7% |
| YTD | +8.1% | +78.3% | -70.2% | +2.2% |
| 1Y | -0.3% | +81.0% | -81.3% | -6.1% |
| All | -0.3% | +84.0% | -84.3% | -6.1% |
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