+75.7%
SPYM vs LTH
+143.1%
-67.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -2.4% | +17.7% | -20.1% | -5.3% |
| 3M | -1.1% | +8.5% | -9.6% | -2.8% |
| 6M | +3.3% | +46.9% | -43.6% | -4.2% |
| YTD | +12.4% | +78.8% | -66.4% | -0.2% |
| 1Y | +12.5% | +84.9% | -72.4% | -0.8% |
| 3Y | +79.1% | +246.4% | -167.2% | +38.0% |
| 5Y | +75.7% | +129.6% | -53.9% | +32.4% |
| All | +75.7% | +143.1% | -67.4% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling