-95.2%
SQQQ vs LTH
+150.5%
-245.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | +1.8% | -4.0% | +5.8% | -0.9% |
| 30D | +4.2% | -5.3% | +9.4% | +0.6% |
| 3M | -3.3% | +19.0% | -22.3% | +8.9% |
| 6M | -43.6% | +55.8% | -99.4% | -21.7% |
| YTD | -41.9% | +56.1% | -98.0% | -18.2% |
| 1Y | -50.6% | +41.3% | -91.9% | -34.9% |
| 3Y | -89.3% | +156.6% | -245.9% | -74.4% |
| All | -95.2% | +150.5% | -245.7% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling