+248.9%
SPOT vs LTH
+163.8%
+85.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +12.5% | -4.6% | +17.1% | +13.5% |
| 3M | +9.9% | +32.8% | -22.9% | +2.9% |
| 6M | +1.6% | +64.6% | -63.1% | -10.4% |
| YTD | -6.6% | +62.6% | -69.2% | -17.2% |
| 1Y | -22.9% | +49.9% | -72.9% | -30.5% |
| All | +248.9% | +163.8% | +85.1% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling