-7.7%
SRE vs LTH
+84.0%
-91.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.3% | -9.2% | -3.1% |
| 7D | -2.1% | +9.9% | -11.9% | -2.5% |
| 30D | +6.1% | +18.3% | -12.2% | +5.2% |
| 3M | -3.5% | +5.9% | -9.5% | -3.7% |
| 6M | -10.8% | +80.3% | -91.1% | -13.1% |
| YTD | -4.0% | +78.3% | -82.3% | -7.8% |
| 1Y | -7.7% | +81.0% | -88.7% | -11.6% |
| All | -7.7% | +84.0% | -91.7% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling