+46.0%
SRE vs LTH
+186.2%
-140.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -8.2% | +6.4% | -14.6% | -8.8% |
| 30D | -3.6% | +16.7% | -20.4% | -5.2% |
| 3M | -6.3% | +11.7% | -17.9% | -7.4% |
| 6M | -13.0% | +48.5% | -61.5% | -16.7% |
| YTD | -9.2% | +78.4% | -87.6% | -15.1% |
| 1Y | -13.1% | +89.7% | -102.8% | -19.3% |
| 3Y | +22.4% | +245.6% | -223.2% | +6.7% |
| 5Y | +47.1% | +142.7% | -95.6% | +24.2% |
| All | +46.0% | +186.2% | -140.2% | +22.7% |
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