+19.6%
SPYG vs LTH
+43.6%
-24.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +0.3% | -4.0% | +4.3% | +0.7% |
| 30D | -1.7% | -1.7% | 0.0% | -1.6% |
| 3M | +3.6% | +28.0% | -24.3% | +0.2% |
| 6M | +16.6% | +54.1% | -37.5% | +9.7% |
| YTD | +13.4% | +57.1% | -43.7% | +6.6% |
| 1Y | +19.6% | +45.8% | -26.2% | +14.2% |
| All | +19.6% | +43.6% | -24.0% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling