-89.0%
SQQQ vs LTH
+153.7%
-242.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +2.9% |
| 7D | +4.1% | -3.7% | +7.8% | +2.0% |
| 30D | +4.6% | -5.3% | +9.9% | +1.7% |
| 3M | -10.4% | +24.2% | -34.6% | +2.0% |
| 6M | -42.1% | +54.8% | -96.9% | -23.5% |
| YTD | -40.3% | +56.1% | -96.4% | -20.0% |
| 1Y | -50.2% | +45.5% | -95.7% | -35.7% |
| All | -89.0% | +153.7% | -242.7% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling