+57.9%
SRE vs LTH
+156.3%
-98.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.9% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | +1.9% | -3.1% | +5.0% | +2.2% |
| 3M | -3.3% | +28.1% | -31.4% | -5.8% |
| 6M | -6.4% | +67.4% | -73.8% | -11.7% |
| YTD | -1.8% | +59.8% | -61.6% | -7.1% |
| 1Y | +10.7% | +45.6% | -34.8% | +5.8% |
| 3Y | +31.8% | +162.0% | -130.2% | +17.6% |
| All | +57.9% | +156.3% | -98.4% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling