-86.9%
SPXS vs LTH
+160.9%
-247.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.5% |
| 7D | -0.1% | -0.6% | +0.6% | -0.4% |
| 30D | +0.8% | -4.6% | +5.4% | -1.5% |
| 3M | -4.7% | +32.8% | -37.5% | +11.5% |
| 6M | -29.6% | +64.6% | -94.3% | -5.6% |
| YTD | -29.8% | +62.6% | -92.5% | -5.8% |
| 1Y | -38.9% | +49.9% | -88.9% | -21.1% |
| 3Y | -79.6% | +151.3% | -231.0% | -60.2% |
| All | -86.9% | +160.9% | -247.8% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling