-80.4%
SPXS vs LTH
+234.6%
-315.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | -0.8% |
| 7D | -9.5% | -4.6% | -4.8% | -11.4% |
| 30D | +7.4% | +14.8% | -7.4% | +14.7% |
| 3M | +6.1% | +3.9% | +2.2% | +8.3% |
| 6M | -7.3% | +35.5% | -42.8% | +8.5% |
| YTD | -26.7% | +71.3% | -98.1% | -0.8% |
| 1Y | -26.2% | +75.7% | -101.9% | +1.7% |
| All | -80.4% | +234.6% | -315.0% | -64.8% |
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