-86.7%
SPXS vs LTH
+156.3%
-243.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +0.7% |
| 7D | -1.5% | +1.5% | -3.1% | -0.7% |
| 30D | +3.7% | -3.1% | +6.7% | +2.1% |
| 3M | -9.6% | +28.1% | -37.7% | +3.8% |
| 6M | -32.4% | +67.4% | -99.8% | -8.4% |
| YTD | -28.7% | +59.8% | -88.4% | -5.1% |
| 1Y | -38.1% | +45.6% | -83.7% | -21.2% |
| 3Y | -80.1% | +162.0% | -242.1% | -60.2% |
| All | -86.7% | +156.3% | -243.0% | -64.4% |
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