-83.4%
SPXS vs LTH
+120.9%
-204.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | -1.2% |
| 7D | -9.5% | -4.6% | -4.8% | -11.7% |
| 30D | +7.4% | +14.8% | -7.4% | +15.9% |
| 3M | +6.1% | +3.9% | +2.2% | +8.7% |
| 6M | -7.3% | +35.5% | -42.8% | +10.5% |
| YTD | -26.7% | +71.3% | -98.1% | +2.1% |
| 1Y | -26.2% | +75.7% | -101.9% | +4.9% |
| 3Y | -80.3% | +231.9% | -312.3% | -55.0% |
| 5Y | -83.4% | +130.5% | -213.9% | -53.3% |
| All | -83.4% | +120.9% | -204.3% | -53.3% |
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