-20.7%
SPXU vs LTH
+83.0%
-103.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.8% | +12.4% | +13.4% |
| 7D | +14.2% | +5.3% | +8.9% | +16.1% |
| 30D | +19.3% | +18.3% | +1.1% | +25.3% |
| 3M | +16.2% | +5.4% | +10.8% | +17.8% |
| 6M | -3.5% | +62.5% | -66.0% | +16.3% |
| YTD | -19.2% | +79.6% | -98.9% | +3.9% |
| 1Y | -20.7% | +88.1% | -108.8% | +5.4% |
| All | -20.7% | +83.0% | -103.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling