-86.6%
SPXU vs LTH
+186.8%
-273.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.8% |
| 7D | +1.5% | +0.3% | +1.3% | +1.6% |
| 30D | +6.4% | +17.7% | -11.4% | +16.1% |
| 3M | +4.2% | +8.5% | -4.2% | +9.1% |
| 6M | -7.8% | +46.9% | -54.7% | +14.3% |
| YTD | -27.5% | +78.8% | -106.3% | +2.6% |
| 1Y | -27.1% | +84.9% | -112.1% | +5.5% |
| 3Y | -80.8% | +246.4% | -327.2% | -56.0% |
| 5Y | -84.1% | +129.6% | -213.7% | -54.4% |
| All | -86.6% | +186.8% | -273.4% | -61.8% |
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