+57.0%
SRE vs LTH
+152.0%
-95.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +1.5% | -4.0% | +5.5% | +1.9% |
| 30D | +0.8% | -1.7% | +2.5% | +1.0% |
| 3M | -5.8% | +28.0% | -33.8% | -8.3% |
| 6M | -7.8% | +54.1% | -61.9% | -12.2% |
| YTD | -2.4% | +57.1% | -59.4% | -7.4% |
| 1Y | +8.9% | +45.8% | -36.9% | +4.0% |
| 3Y | +31.1% | +157.6% | -126.5% | +17.2% |
| All | +57.0% | +152.0% | -95.0% | +33.8% |
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