+122.6%
SPOT vs LTH
+152.0%
-29.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | -6.5% | -4.0% | -2.5% | -5.2% |
| 30D | +2.2% | -1.7% | +3.9% | +2.6% |
| 3M | +5.4% | +28.0% | -22.6% | -3.9% |
| 6M | -4.0% | +54.1% | -58.1% | -19.2% |
| YTD | -9.9% | +57.1% | -67.0% | -25.0% |
| 1Y | -27.3% | +45.8% | -73.1% | -38.0% |
| 3Y | +236.4% | +157.6% | +78.8% | +120.4% |
| All | +122.6% | +152.0% | -29.3% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling