+75.0%
SPY vs LTH
+268.4%
-193.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -2.7% | +4.5% | -7.2% | -3.4% |
| 30D | -5.4% | +16.3% | -21.7% | -7.7% |
| 3M | -4.1% | +8.4% | -12.5% | -5.5% |
| 6M | +0.7% | +40.3% | -39.6% | -5.3% |
| YTD | +8.7% | +77.3% | -68.6% | -2.5% |
| 1Y | +10.9% | +88.0% | -77.1% | -1.7% |
| 3Y | +75.0% | +274.3% | -199.3% | +45.2% |
| All | +75.0% | +268.4% | -193.4% | +45.2% |
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