-86.5%
SPXS vs LTH
+152.0%
-238.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +0.6% |
| 7D | +1.2% | -4.0% | +5.2% | -0.9% |
| 30D | +5.2% | -1.7% | +6.8% | +4.4% |
| 3M | -9.2% | +28.0% | -37.2% | +4.2% |
| 6M | -29.6% | +54.1% | -83.7% | -9.0% |
| YTD | -27.6% | +57.1% | -84.7% | -4.6% |
| 1Y | -36.7% | +45.8% | -82.5% | -19.4% |
| 3Y | -79.8% | +157.6% | -237.4% | -60.0% |
| All | -86.5% | +152.0% | -238.5% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling