-86.3%
SPXU vs LTH
+180.7%
-267.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +2.3% |
| 7D | -7.6% | -1.3% | -6.3% | -8.2% |
| 30D | +5.3% | +15.7% | -10.3% | +14.0% |
| 3M | +9.6% | +5.0% | +4.6% | +12.8% |
| 6M | -4.5% | +37.7% | -42.2% | +14.3% |
| YTD | -25.9% | +75.0% | -100.9% | +3.8% |
| 1Y | -28.9% | +82.6% | -111.5% | +2.4% |
| 3Y | -80.5% | +241.3% | -321.8% | -55.6% |
| 5Y | -83.4% | +135.4% | -218.8% | -53.0% |
| All | -86.3% | +180.7% | -267.1% | -61.4% |
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 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