-86.4%
SPXU vs LTH
+150.3%
-236.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +1.5% |
| 7D | +6.4% | -3.7% | +10.1% | +4.3% |
| 30D | +5.9% | -5.3% | +11.3% | +3.1% |
| 3M | -11.7% | +24.2% | -35.9% | -0.2% |
| 6M | -28.7% | +54.8% | -83.5% | -7.5% |
| YTD | -26.4% | +56.1% | -82.4% | -3.1% |
| 1Y | -35.2% | +45.5% | -80.8% | -17.4% |
| 3Y | -79.8% | +155.9% | -235.7% | -60.0% |
| All | -86.4% | +150.3% | -236.7% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling