+24.4%
SRE vs LTH
+240.3%
-215.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -8.4% | +7.0% | -15.4% | -9.2% |
| 30D | -3.2% | +15.4% | -18.6% | -5.0% |
| 3M | -5.3% | +7.0% | -12.3% | -6.2% |
| 6M | -12.6% | +46.9% | -59.5% | -17.2% |
| YTD | -8.8% | +76.4% | -85.2% | -16.4% |
| 1Y | -13.4% | +83.7% | -97.2% | -21.2% |
| 3Y | +24.4% | +248.9% | -224.5% | +1.9% |
| All | +24.4% | +240.3% | -215.9% | +1.9% |
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