+93.0%
SPYG vs LTH
+156.3%
-63.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +1.2% | +1.5% | -0.3% | +0.9% |
| 30D | -1.6% | -3.1% | +1.5% | -1.0% |
| 3M | +3.4% | +28.1% | -24.8% | -2.3% |
| 6M | +18.9% | +67.4% | -48.5% | +5.5% |
| YTD | +13.8% | +59.8% | -46.0% | +1.7% |
| 1Y | +20.6% | +45.6% | -25.0% | +9.7% |
| 3Y | +100.5% | +162.0% | -61.5% | +57.4% |
| All | +93.0% | +156.3% | -63.3% | +41.9% |
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