+47.1%
SRE vs LTH
+174.8%
-127.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.1% | +1.4% |
| 7D | -1.1% | -4.6% | +3.6% | -0.6% |
| 30D | -4.1% | +14.8% | -18.9% | -5.5% |
| 3M | -7.3% | +3.9% | -11.2% | -7.8% |
| 6M | -14.1% | +35.5% | -49.6% | -17.0% |
| YTD | -8.5% | +71.3% | -79.8% | -14.1% |
| 1Y | -12.0% | +75.7% | -87.7% | -17.6% |
| 3Y | +23.4% | +231.9% | -208.6% | +7.9% |
| 5Y | +51.3% | +130.5% | -79.2% | +28.2% |
| All | +47.1% | +174.8% | -127.7% | +24.1% |
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