+85.4%
SPYG vs LTH
+186.8%
-101.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -7.2% | +17.7% | -24.9% | -10.4% |
| 3M | -4.6% | +8.5% | -13.1% | -6.5% |
| 6M | -1.2% | +46.9% | -48.2% | -9.5% |
| YTD | +9.3% | +78.8% | -69.5% | -4.7% |
| 1Y | +8.8% | +84.9% | -76.1% | -5.9% |
| 3Y | +93.3% | +246.4% | -153.1% | +43.3% |
| 5Y | +71.7% | +129.6% | -57.9% | +23.2% |
| All | +85.4% | +186.8% | -101.4% | +32.9% |
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