-80.4%
SPXU vs LTH
+159.1%
-239.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +0.9% |
| 7D | -1.5% | +1.5% | -3.0% | -0.7% |
| 30D | +3.7% | -3.1% | +6.8% | +2.3% |
| 3M | -9.6% | +28.1% | -37.7% | +2.5% |
| 6M | -32.4% | +67.4% | -99.8% | -10.6% |
| YTD | -28.7% | +59.8% | -88.5% | -7.3% |
| 1Y | -38.2% | +45.6% | -83.8% | -23.0% |
| 3Y | -80.4% | +162.0% | -242.4% | -66.5% |
| All | -80.4% | +159.1% | -239.6% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling